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% | 76.56 % | 77.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,715 CHF | 196,670 CHF | 99.93% | 99.93% |
19/11/2024 | 0.99% | 79.78 % | 80.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,252 CHF | 202,251 CHF | 99.53% | 99.53% |
18/11/2024 | 0.97% | 81.77 % | 82.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,477 CHF | 207,477 CHF | 99.98% | 99.98% |
15/11/2024 | 0.97% | 81.94 % | 82.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,106 CHF | 207,106 CHF | 99.99% | 99.99% |
14/11/2024 | 0.98% | 81.66 % | 82.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,151 CHF | 204,151 CHF | 99.99% | 99.99% |
13/11/2024 | 0.99% | 79.69 % | 80.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,058 CHF | 203,058 CHF | 99.45% | 99.45% |
12/11/2024 | 0.96% | 81.39 % | 82.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,126 CHF | 210,126 CHF | 99.99% | 99.99% |
11/11/2024 | 0.96% | 83.46 % | 84.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,574 CHF | 209,574 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 83.04 % | 83.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,138 CHF | 210,138 CHF | 99.70% | 99.70% |
07/11/2024 | 0.94% | 85.64 % | 86.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,612 CHF | 213,612 CHF | 99.99% | 99.99% |