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% | 73.38 % | 74.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,413 CHF | 186,266 CHF | 99.98% | 99.98% |
19/11/2024 | 1.00% | 75.39 % | 76.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,473 CHF | 190,367 CHF | 97.92% | 97.92% |
18/11/2024 | 0.99% | 79.18 % | 79.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,347 CHF | 202,343 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.80 % | 80.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,127 CHF | 199,107 CHF | 99.92% | 99.92% |
14/11/2024 | 1.00% | 76.76 % | 77.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,715 CHF | 188,590 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 71.78 % | 72.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,662 CHF | 178,437 CHF | 99.55% | 99.55% |
12/11/2024 | 1.00% | 68.61 % | 69.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 173,256 CHF | 174,997 CHF | 20.77% | 20.77% |
11/11/2024 | 1.00% | 75.76 % | 76.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,303 CHF | 191,205 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 74.22 % | 74.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,740 CHF | 195,685 CHF | 99.42% | 99.42% |
07/11/2024 | 0.91% | 88.36 % | 89.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,819 CHF | 221,819 CHF | 99.89% | 99.89% |