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% | 65.86 % | 66.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,768 CHF | 166,418 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 65.49 % | 66.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,540 CHF | 165,186 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 65.56 % | 66.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,456 CHF | 166,106 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 65.67 % | 66.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,108 CHF | 165,759 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 65.96 % | 66.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,516 CHF | 167,177 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 66.45 % | 67.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,041 CHF | 167,713 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 66.29 % | 66.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,901 CHF | 167,568 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 66.44 % | 67.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,104 CHF | 168,782 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 67.95 % | 68.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,029 CHF | 173,754 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 69.47 % | 70.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,004 CHF | 175,753 CHF | 100.00% | 100.00% |