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 | 2.00% | 18.55 % | 18.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 45,529 CHF | 46,449 CHF | 99.89% | 99.89% |
19/11/2024 | 2.00% | 18.18 % | 18.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 45,984 CHF | 46,912 CHF | 99.80% | 99.80% |
18/11/2024 | 2.00% | 18.56 % | 18.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 46,163 CHF | 47,095 CHF | 99.98% | 99.98% |
15/11/2024 | 2.00% | 20.01 % | 20.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 51,451 CHF | 52,489 CHF | 99.98% | 99.98% |
14/11/2024 | 2.01% | 19.66 % | 20.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 50,314 CHF | 51,337 CHF | 99.92% | 99.92% |
13/11/2024 | 2.00% | 19.72 % | 20.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 50,788 CHF | 51,811 CHF | 99.55% | 99.55% |
12/11/2024 | 2.00% | 20.91 % | 21.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 54,846 CHF | 55,955 CHF | 99.93% | 99.93% |
11/11/2024 | 2.00% | 21.40 % | 21.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 55,429 CHF | 56,548 CHF | 100.00% | 100.00% |
08/11/2024 | 2.00% | 22.64 % | 23.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 59,169 CHF | 60,363 CHF | 99.97% | 99.97% |
07/11/2024 | 2.00% | 23.70 % | 24.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 52,053 CHF | 53,104 CHF | 98.99% | 98.99% |