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% | 72.42 % | 73.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,667 CHF | 183,492 CHF | 99.90% | 99.90% |
19/11/2024 | 1.00% | 72.57 % | 73.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,177 CHF | 184,007 CHF | 99.25% | 99.25% |
18/11/2024 | 1.00% | 75.03 % | 75.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,976 CHF | 188,852 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 74.08 % | 74.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,755 CHF | 188,633 CHF | 99.98% | 99.98% |
14/11/2024 | 1.00% | 75.66 % | 76.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,428 CHF | 189,311 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 73.94 % | 74.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,031 CHF | 186,890 CHF | 99.95% | 99.95% |
12/11/2024 | 1.00% | 74.15 % | 74.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,468 CHF | 188,343 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 75.86 % | 76.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,891 CHF | 192,812 CHF | 99.98% | 99.98% |
08/11/2024 | 1.00% | 75.89 % | 76.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,460 CHF | 192,372 CHF | 99.85% | 99.85% |
07/11/2024 | 1.00% | 76.87 % | 77.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,187 CHF | 195,131 CHF | 99.98% | 99.98% |