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% | 78.89 % | 79.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,480 CHF | 199,462 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 79.07 % | 79.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,841 CHF | 199,832 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 79.55 % | 80.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,556 CHF | 200,556 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.28 % | 80.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,598 CHF | 200,598 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 79.55 % | 80.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,287 CHF | 200,279 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 78.94 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,498 CHF | 199,475 CHF | 99.89% | 99.89% |
12/11/2024 | 1.00% | 79.09 % | 79.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,811 CHF | 199,807 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 79.27 % | 80.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,432 CHF | 200,432 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 79.37 % | 80.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,595 CHF | 200,595 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 79.54 % | 80.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,012 CHF | 201,012 CHF | 100.00% | 100.00% |