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% | 60.68 % | 61.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,765 CHF | 154,298 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 61.47 % | 62.09 % | 250,000 | 240,000 | 250,000 | 240,036 | 152,593 CHF | 147,982 CHF | 99.56% | 99.56% |
18/11/2024 | 1.00% | 62.23 % | 62.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,738 CHF | 157,301 CHF | 99.95% | 99.95% |
15/11/2024 | 1.00% | 62.49 % | 63.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,786 CHF | 158,361 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 62.04 % | 62.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,244 CHF | 155,791 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 61.76 % | 62.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,587 CHF | 156,140 CHF | 99.99% | 99.99% |
12/11/2024 | 1.00% | 62.23 % | 62.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,852 CHF | 158,428 CHF | 99.95% | 99.95% |
11/11/2024 | 1.00% | 65.50 % | 66.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,606 CHF | 166,257 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 64.97 % | 65.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,694 CHF | 165,338 CHF | 99.77% | 99.77% |
07/11/2024 | 1.00% | 67.36 % | 68.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,387 CHF | 171,090 CHF | 99.99% | 99.99% |