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% | 63.71 % | 64.35 % | 150,000 | 250,000 | 150,000 | 250,000 | 96,638 CHF | 162,683 CHF | 99.82% | 99.82% |
19/11/2024 | 1.00% | 64.19 % | 64.84 % | 150,000 | 250,000 | 150,000 | 250,000 | 96,852 CHF | 163,043 CHF | 98.11% | 98.11% |
18/11/2024 | 1.00% | 66.76 % | 67.43 % | 150,000 | 250,000 | 150,000 | 250,000 | 100,233 CHF | 168,731 CHF | 99.98% | 99.98% |
15/11/2024 | 1.00% | 66.27 % | 66.94 % | 150,000 | 250,000 | 150,000 | 250,000 | 100,543 CHF | 169,260 CHF | 98.68% | 98.68% |
14/11/2024 | 1.00% | 68.94 % | 69.63 % | 150,000 | 250,000 | 150,000 | 250,000 | 102,364 CHF | 172,321 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 67.66 % | 68.34 % | 150,000 | 250,000 | 150,000 | 250,000 | 101,962 CHF | 171,646 CHF | 99.64% | 99.64% |
12/11/2024 | 1.00% | 67.91 % | 68.59 % | 150,000 | 250,000 | 150,000 | 250,000 | 102,691 CHF | 172,874 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 70.17 % | 70.88 % | 150,000 | 250,000 | 150,000 | 250,000 | 105,924 CHF | 178,313 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 69.52 % | 70.22 % | 150,000 | 250,000 | 150,000 | 250,000 | 105,245 CHF | 177,169 CHF | 99.78% | 99.78% |
07/11/2024 | 1.00% | 71.16 % | 71.88 % | 150,000 | 250,000 | 150,000 | 250,000 | 107,245 CHF | 180,539 CHF | 99.90% | 99.90% |