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% | 57.40 % | 57.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,054 CHF | 146,508 CHF | 99.95% | 99.95% |
19/11/2024 | 1.00% | 57.80 % | 58.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,804 CHF | 146,257 CHF | 99.85% | 99.85% |
18/11/2024 | 1.00% | 58.56 % | 59.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,030 CHF | 148,505 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 59.22 % | 59.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,859 CHF | 150,352 CHF | 98.69% | 98.69% |
14/11/2024 | 1.00% | 61.33 % | 61.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,409 CHF | 153,937 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 61.54 % | 62.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,519 CHF | 156,072 CHF | 99.81% | 99.81% |
12/11/2024 | 1.00% | 61.38 % | 62.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,268 CHF | 155,818 CHF | 99.97% | 99.97% |
11/11/2024 | 1.00% | 62.73 % | 63.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,728 CHF | 158,303 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 61.72 % | 62.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,154 CHF | 156,710 CHF | 99.98% | 99.98% |
07/11/2024 | 1.00% | 62.93 % | 63.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,892 CHF | 158,469 CHF | 99.97% | 99.97% |