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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 71.85 % | 72.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,340 CHF | 181,140 CHF | 99.88% | 99.88% |
20/11/2024 | 1.00% | 71.99 % | 72.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,561 CHF | 182,374 CHF | 99.95% | 99.95% |
19/11/2024 | 1.00% | 72.13 % | 72.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,083 CHF | 182,904 CHF | 99.46% | 99.46% |
18/11/2024 | 1.00% | 74.59 % | 75.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,851 CHF | 187,724 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 73.65 % | 74.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,726 CHF | 187,592 CHF | 99.91% | 99.91% |
14/11/2024 | 1.00% | 75.21 % | 75.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,338 CHF | 188,211 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 73.48 % | 74.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,907 CHF | 185,755 CHF | 99.75% | 99.75% |
12/11/2024 | 1.00% | 73.70 % | 74.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,319 CHF | 187,180 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 75.41 % | 76.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,759 CHF | 191,665 CHF | 99.98% | 99.98% |
08/11/2024 | 1.00% | 75.45 % | 76.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,407 CHF | 191,310 CHF | 99.85% | 99.85% |