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% | 74.09 % | 74.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,548 CHF | 186,399 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 72.91 % | 73.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,088 CHF | 184,928 CHF | 99.78% | 99.78% |
18/11/2024 | 1.00% | 74.17 % | 74.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,407 CHF | 189,293 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 76.75 % | 77.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,195 CHF | 194,125 CHF | 98.68% | 98.68% |
14/11/2024 | 1.00% | 74.18 % | 74.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,392 CHF | 185,234 CHF | 99.98% | 99.98% |
13/11/2024 | 1.00% | 72.44 % | 73.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,618 CHF | 185,463 CHF | 99.88% | 99.88% |
12/11/2024 | 1.00% | 72.90 % | 73.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,502 CHF | 188,376 CHF | 99.94% | 99.94% |
11/11/2024 | 1.00% | 75.81 % | 76.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,161 CHF | 195,103 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 77.44 % | 78.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,320 CHF | 198,293 CHF | 99.92% | 99.92% |
07/11/2024 | 1.00% | 79.27 % | 80.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,753 CHF | 199,740 CHF | 99.94% | 99.94% |