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% | 63.51 % | 64.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,545 CHF | 164,179 CHF | 99.92% | 99.92% |
19/11/2024 | 1.00% | 64.30 % | 64.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,838 CHF | 165,484 CHF | 99.77% | 99.77% |
18/11/2024 | 1.00% | 65.62 % | 66.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,891 CHF | 163,516 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 64.27 % | 64.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,945 CHF | 158,523 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 64.04 % | 64.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,785 CHF | 162,402 CHF | 99.92% | 99.92% |
13/11/2024 | 1.00% | 64.35 % | 65.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,219 CHF | 160,820 CHF | 99.94% | 99.94% |
12/11/2024 | 1.00% | 63.16 % | 63.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,062 CHF | 161,673 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 64.39 % | 65.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,647 CHF | 161,249 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 63.31 % | 63.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 158,326 CHF | 159,922 CHF | 99.88% | 99.88% |
07/11/2024 | 1.00% | 63.18 % | 63.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,993 CHF | 162,614 CHF | 99.93% | 99.93% |