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% | 77.69 % | 78.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,641 CHF | 196,593 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 77.74 % | 78.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,405 CHF | 196,358 CHF | 99.76% | 99.76% |
18/11/2024 | 1.00% | 78.79 % | 79.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,318 CHF | 199,302 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.25 % | 80.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,462 CHF | 201,462 CHF | 99.99% | 99.99% |
14/11/2024 | 0.99% | 80.81 % | 81.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,027 CHF | 203,027 CHF | 99.98% | 99.98% |
13/11/2024 | 0.99% | 80.03 % | 80.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,255 CHF | 203,255 CHF | 99.93% | 99.93% |
12/11/2024 | 0.97% | 81.57 % | 82.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,999 CHF | 206,999 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 81.61 % | 82.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,037 CHF | 206,037 CHF | 99.92% | 99.92% |
08/11/2024 | 0.99% | 80.85 % | 81.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,930 CHF | 203,930 CHF | 99.98% | 99.98% |
07/11/2024 | 0.98% | 80.88 % | 81.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,898 CHF | 204,898 CHF | 99.98% | 99.98% |