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% | 78.98 % | 79.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,824 CHF | 199,811 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 79.01 % | 79.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,007 CHF | 200,001 CHF | 99.93% | 99.93% |
18/11/2024 | 1.00% | 79.76 % | 80.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,164 CHF | 201,164 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.52 % | 80.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,314 CHF | 201,314 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 80.12 % | 80.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,393 CHF | 201,393 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 79.29 % | 80.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,489 CHF | 200,489 CHF | 99.78% | 99.78% |
12/11/2024 | 1.00% | 79.55 % | 80.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,894 CHF | 200,894 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 79.94 % | 80.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,083 CHF | 202,083 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 79.89 % | 80.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,176 CHF | 202,176 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 80.32 % | 81.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,041 CHF | 203,041 CHF | 99.99% | 99.99% |