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 | 0.96% | 82.54 % | 83.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,935 CHF | 208,935 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 82.11 % | 82.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,193 CHF | 206,193 CHF | 100.00% | 100.00% |
18/11/2024 | 0.97% | 82.60 % | 83.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,885 CHF | 207,885 CHF | 100.00% | 100.00% |
15/11/2024 | 0.97% | 82.68 % | 83.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,823 CHF | 207,823 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 81.57 % | 82.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,959 CHF | 203,959 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 79.81 % | 80.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,290 CHF | 201,290 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 80.20 % | 81.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,662 CHF | 202,662 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 81.50 % | 82.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,053 CHF | 208,053 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 81.17 % | 81.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,665 CHF | 200,656 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 82.07 % | 82.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,734 CHF | 205,734 CHF | 99.92% | 99.92% |