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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.00% | 77.91 % | 78.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,007 CHF | 194,947 CHF | 99.44% | 99.44% |
22/11/2024 | 1.00% | 76.16 % | 76.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,659 CHF | 193,585 CHF | 99.97% | 99.97% |
20/11/2024 | 1.00% | 76.18 % | 76.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,821 CHF | 192,738 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 75.29 % | 76.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,321 CHF | 189,203 CHF | 99.97% | 99.97% |
18/11/2024 | 1.00% | 75.70 % | 76.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,996 CHF | 189,885 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 75.03 % | 75.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,491 CHF | 192,405 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 77.55 % | 78.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,815 CHF | 195,765 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 80.29 % | 81.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,872 CHF | 203,872 CHF | 99.93% | 99.93% |
12/11/2024 | 0.98% | 80.93 % | 81.73 % | 235,000 | 250,000 | 241,160 | 250,000 | 196,243 CHF | 205,447 CHF | 96.38% | 96.38% |
11/11/2024 | 0.96% | 82.78 % | 83.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,241 CHF | 209,241 CHF | 100.00% | 100.00% |