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% | 75.82 % | 76.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,586 CHF | 193,510 CHF | 99.96% | 99.96% |
19/11/2024 | 1.00% | 76.70 % | 77.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,398 CHF | 192,311 CHF | 99.62% | 99.62% |
18/11/2024 | 1.00% | 77.81 % | 78.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,786 CHF | 197,750 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 79.90 % | 80.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,865 CHF | 202,864 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 80.42 % | 81.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,494 CHF | 198,464 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 77.34 % | 78.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,284 CHF | 196,237 CHF | 99.93% | 99.93% |
12/11/2024 | 1.00% | 77.54 % | 78.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,084 CHF | 198,056 CHF | 20.81% | 20.81% |
11/11/2024 | 0.95% | 82.37 % | 83.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,799 CHF | 211,799 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 82.70 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,493 CHF | 212,493 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 89.45 % | 90.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,971 CHF | 227,971 CHF | 99.99% | 99.99% |