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% | 80.21 % | 81.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,843 CHF | 202,843 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 79.41 % | 80.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,803 CHF | 199,788 CHF | 99.49% | 99.49% |
18/11/2024 | 1.00% | 79.76 % | 80.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,177 CHF | 200,168 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 79.11 % | 79.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,069 CHF | 202,068 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 81.23 % | 82.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,965 CHF | 204,965 CHF | 99.99% | 99.99% |
13/11/2024 | 0.97% | 81.56 % | 82.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,692 CHF | 206,692 CHF | 99.99% | 99.99% |
12/11/2024 | 0.96% | 82.12 % | 82.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,439 CHF | 208,439 CHF | 97.23% | 97.23% |
11/11/2024 | 0.95% | 83.71 % | 84.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,567 CHF | 211,567 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 83.03 % | 83.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,664 CHF | 210,664 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 83.92 % | 84.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,126 CHF | 214,126 CHF | 99.94% | 99.94% |