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% | 55.30 % | 55.86 % | 250,000 | 200,000 | 250,000 | 200,000 | 139,541 CHF | 112,753 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 55.53 % | 56.09 % | 250,000 | 200,000 | 250,000 | 200,000 | 138,248 CHF | 111,710 CHF | 99.95% | 99.95% |
18/11/2024 | 1.00% | 55.43 % | 55.99 % | 250,000 | 200,000 | 250,000 | 200,000 | 138,331 CHF | 111,778 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 55.50 % | 56.06 % | 250,000 | 200,000 | 250,000 | 200,000 | 139,714 CHF | 112,894 CHF | 99.95% | 99.95% |
14/11/2024 | 1.00% | 56.75 % | 57.32 % | 250,000 | 200,000 | 250,000 | 200,000 | 140,328 CHF | 113,390 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 55.17 % | 55.72 % | 250,000 | 200,000 | 250,000 | 200,000 | 137,660 CHF | 111,233 CHF | 99.84% | 99.84% |
12/11/2024 | 1.00% | 55.48 % | 56.04 % | 250,000 | 200,000 | 250,000 | 200,000 | 139,840 CHF | 112,994 CHF | 99.94% | 99.94% |
11/11/2024 | 1.00% | 57.18 % | 57.75 % | 250,000 | 200,000 | 250,000 | 200,000 | 143,408 CHF | 115,885 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 56.72 % | 57.29 % | 250,000 | 200,000 | 250,000 | 200,000 | 142,416 CHF | 115,078 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 57.80 % | 58.38 % | 250,000 | 200,000 | 250,000 | 200,000 | 145,555 CHF | 117,616 CHF | 99.98% | 99.98% |