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% | 62.49 % | 63.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 158,488 CHF | 160,083 CHF | 99.90% | 99.90% |
19/11/2024 | 1.00% | 63.65 % | 64.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,566 CHF | 162,180 CHF | 99.84% | 99.84% |
18/11/2024 | 1.00% | 64.24 % | 64.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,483 CHF | 168,158 CHF | 99.78% | 99.78% |
15/11/2024 | 1.00% | 66.78 % | 67.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,209 CHF | 168,886 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 66.86 % | 67.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,374 CHF | 169,050 CHF | 99.86% | 99.86% |
13/11/2024 | 1.00% | 67.02 % | 67.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,060 CHF | 169,754 CHF | 99.93% | 99.93% |
12/11/2024 | 1.00% | 67.06 % | 67.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,430 CHF | 169,110 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 67.34 % | 68.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,279 CHF | 167,957 CHF | 99.92% | 99.92% |
08/11/2024 | 1.00% | 66.76 % | 67.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,578 CHF | 167,240 CHF | 99.92% | 99.92% |
07/11/2024 | 1.00% | 66.50 % | 67.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,104 CHF | 167,772 CHF | 99.85% | 99.85% |