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 | 0.99% | 49.24 % | 49.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,545 CHF | 126,795 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 51.14 % | 51.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,523 CHF | 128,773 CHF | 89.36% | 89.36% |
18/11/2024 | 0.97% | 50.84 % | 51.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,652 CHF | 128,902 CHF | 99.67% | 99.67% |
15/11/2024 | 0.94% | 52.39 % | 52.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,016 CHF | 134,266 CHF | 34.43% | 34.43% |
14/11/2024 | 0.90% | 55.33 % | 55.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,941 CHF | 139,191 CHF | 100.00% | 100.00% |
13/11/2024 | 0.93% | 53.73 % | 54.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,043 CHF | 135,293 CHF | 80.19% | 80.19% |
12/11/2024 | 0.89% | 54.06 % | 54.56 % | 250,000 | 250,000 | 250,000 | 249,996 | 140,446 CHF | 141,693 CHF | 92.11% | 92.11% |
11/11/2024 | 0.87% | 58.14 % | 58.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,424 CHF | 144,674 CHF | 99.74% | 99.74% |
08/11/2024 | 0.85% | 59.79 % | 60.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,061 CHF | 147,311 CHF | 99.83% | 99.83% |
07/11/2024 | 0.86% | 56.69 % | 57.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,502 CHF | 146,752 CHF | 71.74% | 71.74% |