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% | 54.20 % | 54.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,955 CHF | 138,332 CHF | 99.88% | 99.88% |
19/11/2024 | 1.00% | 55.25 % | 55.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,633 CHF | 135,985 CHF | 99.20% | 99.20% |
18/11/2024 | 1.00% | 53.07 % | 53.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,874 CHF | 130,166 CHF | 99.98% | 99.98% |
15/11/2024 | 1.00% | 50.41 % | 50.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,749 CHF | 127,014 CHF | 99.98% | 99.98% |
14/11/2024 | 1.03% | 48.41 % | 48.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,192 CHF | 122,442 CHF | 99.77% | 99.77% |
13/11/2024 | 1.00% | 49.31 % | 49.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 124,212 CHF | 125,463 CHF | 99.58% | 99.58% |
12/11/2024 | 1.00% | 49.50 % | 50.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,319 CHF | 127,589 CHF | 99.91% | 99.91% |
11/11/2024 | 1.00% | 51.98 % | 52.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,814 CHF | 132,131 CHF | 99.99% | 99.99% |
08/11/2024 | 1.00% | 52.54 % | 53.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,426 CHF | 134,767 CHF | 99.73% | 99.73% |
07/11/2024 | 1.00% | 55.41 % | 55.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,402 CHF | 139,795 CHF | 99.86% | 99.86% |