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 | 1.06% | 46.09 % | 46.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,330 CHF | 118,580 CHF | 100.00% | 100.00% |
19/11/2024 | 1.04% | 47.72 % | 48.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 119,028 CHF | 120,278 CHF | 89.38% | 89.38% |
18/11/2024 | 1.04% | 47.46 % | 47.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 119,139 CHF | 120,389 CHF | 99.68% | 99.68% |
15/11/2024 | 1.01% | 48.80 % | 49.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 123,743 CHF | 124,993 CHF | 34.43% | 34.43% |
14/11/2024 | 0.97% | 51.32 % | 51.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,972 CHF | 129,222 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 49.94 % | 50.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 124,546 CHF | 125,796 CHF | 92.48% | 92.48% |
12/11/2024 | 0.96% | 50.23 % | 50.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,121 CHF | 131,371 CHF | 92.15% | 92.15% |
11/11/2024 | 0.94% | 53.73 % | 54.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 132,677 CHF | 133,927 CHF | 99.74% | 99.74% |
08/11/2024 | 0.92% | 55.15 % | 55.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,940 CHF | 136,190 CHF | 99.84% | 99.84% |
07/11/2024 | 0.93% | 52.49 % | 52.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,474 CHF | 135,724 CHF | 71.85% | 71.85% |