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% | 72.06 % | 72.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,726 CHF | 182,544 CHF | 99.97% | 99.97% |
19/11/2024 | 1.00% | 72.18 % | 72.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,085 CHF | 182,909 CHF | 99.85% | 99.85% |
18/11/2024 | 1.00% | 74.24 % | 74.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,079 CHF | 186,935 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 73.42 % | 74.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,935 CHF | 186,794 CHF | 99.96% | 99.96% |
14/11/2024 | 1.00% | 74.79 % | 75.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,593 CHF | 187,459 CHF | 99.98% | 99.98% |
13/11/2024 | 1.00% | 73.36 % | 74.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,591 CHF | 185,439 CHF | 99.67% | 99.67% |
12/11/2024 | 1.00% | 73.60 % | 74.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,939 CHF | 186,793 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 75.07 % | 75.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,641 CHF | 190,539 CHF | 99.91% | 99.91% |
08/11/2024 | 1.00% | 75.07 % | 75.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,287 CHF | 190,181 CHF | 99.84% | 99.84% |
07/11/2024 | 1.00% | 75.90 % | 76.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,627 CHF | 192,546 CHF | 99.93% | 99.93% |