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% | 66.75 % | 67.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,743 CHF | 170,440 CHF | 99.98% | 99.98% |
19/11/2024 | 1.00% | 67.30 % | 67.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,671 CHF | 170,368 CHF | 99.84% | 99.84% |
18/11/2024 | 1.00% | 68.45 % | 69.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,954 CHF | 173,682 CHF | 99.99% | 99.99% |
15/11/2024 | 1.00% | 69.43 % | 70.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,995 CHF | 176,755 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 72.84 % | 73.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,493 CHF | 182,306 CHF | 99.96% | 99.96% |
13/11/2024 | 1.00% | 73.20 % | 73.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,183 CHF | 186,038 CHF | 99.78% | 99.78% |
12/11/2024 | 1.00% | 72.90 % | 73.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,619 CHF | 185,464 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 75.24 % | 76.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,911 CHF | 189,802 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 73.47 % | 74.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,251 CHF | 187,110 CHF | 99.96% | 99.96% |
07/11/2024 | 1.00% | 75.63 % | 76.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,402 CHF | 190,295 CHF | 99.96% | 99.96% |