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% | 76.92 % | 77.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,935 CHF | 194,875 CHF | 99.98% | 99.98% |
19/11/2024 | 1.00% | 78.43 % | 79.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,036 CHF | 198,004 CHF | 99.66% | 99.66% |
18/11/2024 | 0.97% | 81.40 % | 82.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,184 CHF | 207,184 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 81.80 % | 82.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,779 CHF | 204,779 CHF | 99.93% | 99.93% |
14/11/2024 | 1.00% | 79.63 % | 80.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,103 CHF | 197,064 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 76.05 % | 76.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,128 CHF | 190,018 CHF | 99.86% | 99.86% |
12/11/2024 | 1.00% | 73.63 % | 74.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,447 CHF | 187,308 CHF | 20.77% | 20.77% |
11/11/2024 | 1.00% | 78.88 % | 79.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,259 CHF | 199,241 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 77.65 % | 78.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,330 CHF | 202,327 CHF | 99.86% | 99.86% |
07/11/2024 | 0.92% | 87.36 % | 88.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,595 CHF | 219,595 CHF | 99.93% | 99.93% |