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% | 51.09 % | 51.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,162 CHF | 127,429 CHF | 99.73% | 99.73% |
19/11/2024 | 1.00% | 50.29 % | 50.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,499 CHF | 129,794 CHF | 99.74% | 99.74% |
18/11/2024 | 1.00% | 51.77 % | 52.29 % | 250,000 | 248,000 | 250,000 | 248,657 | 128,929 CHF | 129,530 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 54.91 % | 55.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,806 CHF | 142,220 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 54.24 % | 54.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,216 CHF | 139,610 CHF | 99.91% | 99.91% |
13/11/2024 | 1.00% | 54.37 % | 54.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,531 CHF | 140,929 CHF | 99.87% | 99.87% |
12/11/2024 | 1.00% | 56.95 % | 57.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,051 CHF | 149,540 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 58.13 % | 58.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,512 CHF | 150,003 CHF | 98.77% | 98.77% |
08/11/2024 | 1.00% | 59.77 % | 60.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,854 CHF | 155,400 CHF | 99.80% | 99.80% |
07/11/2024 | 1.00% | 61.60 % | 62.22 % | 250,000 | 250,000 | 250,000 | 241,117 | 138,755 CHF | 135,245 CHF | 98.84% | 98.84% |