Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.00% | 74.54 % | 75.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,300 CHF | 189,176 CHF | 99.96% | 99.96% |
19/11/2024 | 1.00% | 74.45 % | 75.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,550 CHF | 188,425 CHF | 99.90% | 99.90% |
18/11/2024 | 1.00% | 74.89 % | 75.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,703 CHF | 188,578 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 74.83 % | 75.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,548 CHF | 192,461 CHF | 99.98% | 99.98% |
14/11/2024 | 1.00% | 78.31 % | 79.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,177 CHF | 198,152 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 77.92 % | 78.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,798 CHF | 196,748 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 77.96 % | 78.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,471 CHF | 198,445 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 78.31 % | 79.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,646 CHF | 198,621 CHF | 99.91% | 99.91% |
08/11/2024 | 1.00% | 78.55 % | 79.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,353 CHF | 199,331 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 79.05 % | 79.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,166 CHF | 199,142 CHF | 100.00% | 100.00% |