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% | 70.81 % | 71.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,106 CHF | 179,893 CHF | 99.94% | 99.94% |
19/11/2024 | 1.00% | 71.25 % | 71.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,597 CHF | 180,392 CHF | 97.90% | 97.90% |
18/11/2024 | 1.00% | 73.90 % | 74.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,385 CHF | 186,235 CHF | 99.98% | 99.98% |
15/11/2024 | 1.00% | 73.08 % | 73.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,492 CHF | 186,348 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 75.29 % | 76.05 % | 250,000 | 235,000 | 250,000 | 248,765 | 186,017 CHF | 186,949 CHF | 99.85% | 99.85% |
13/11/2024 | 1.00% | 73.20 % | 73.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,575 CHF | 185,419 CHF | 99.62% | 99.62% |
12/11/2024 | 1.00% | 73.62 % | 74.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,524 CHF | 187,392 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 75.76 % | 76.52 % | 250,000 | 185,000 | 250,000 | 243,451 | 190,672 CHF | 187,584 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 75.68 % | 76.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,340 CHF | 192,249 CHF | 99.79% | 99.79% |
07/11/2024 | 1.00% | 76.92 % | 77.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,131 CHF | 195,073 CHF | 99.94% | 99.94% |