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% | 64.25 % | 64.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,358 CHF | 162,979 CHF | 99.91% | 99.91% |
19/11/2024 | 1.00% | 65.72 % | 66.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,456 CHF | 166,106 CHF | 99.54% | 99.54% |
18/11/2024 | 1.00% | 68.92 % | 69.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,219 CHF | 175,972 CHF | 99.98% | 99.98% |
15/11/2024 | 1.00% | 69.34 % | 70.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,390 CHF | 173,114 CHF | 99.96% | 99.96% |
14/11/2024 | 1.00% | 66.92 % | 67.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,682 CHF | 165,326 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 63.57 % | 64.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 157,156 CHF | 158,738 CHF | 99.72% | 99.72% |
12/11/2024 | 1.00% | 61.57 % | 62.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,973 CHF | 156,530 CHF | 20.76% | 20.76% |
11/11/2024 | 1.00% | 66.71 % | 67.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,580 CHF | 168,256 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 65.23 % | 65.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,127 CHF | 170,825 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 76.27 % | 77.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,423 CHF | 191,328 CHF | 100.00% | 100.00% |