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% | 76.94 % | 77.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,154 CHF | 197,115 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 78.94 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,914 CHF | 195,861 CHF | 99.92% | 99.92% |
18/11/2024 | 0.99% | 80.38 % | 81.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,366 CHF | 203,366 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 81.01 % | 81.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,727 CHF | 205,727 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 80.03 % | 80.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,549 CHF | 200,541 CHF | 99.97% | 99.97% |
13/11/2024 | 0.98% | 80.50 % | 81.30 % | 249,000 | 250,000 | 249,585 | 250,000 | 202,305 CHF | 204,638 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 82.61 % | 83.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,238 CHF | 210,238 CHF | 20.76% | 20.76% |
11/11/2024 | 0.88% | 89.61 % | 90.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,171 CHF | 227,171 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 88.38 % | 89.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,848 CHF | 224,848 CHF | 99.91% | 99.91% |
07/11/2024 | 0.87% | 91.57 % | 92.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,262 CHF | 231,262 CHF | 99.99% | 99.99% |