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 | 1.16% | 42.76 % | 43.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 106,953 CHF | 108,203 CHF | 99.92% | 99.92% |
19/11/2024 | 1.11% | 43.79 % | 44.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,023 CHF | 113,273 CHF | 99.81% | 99.81% |
18/11/2024 | 1.15% | 44.07 % | 44.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 107,686 CHF | 108,936 CHF | 99.95% | 99.95% |
15/11/2024 | 1.12% | 41.99 % | 42.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,584 CHF | 111,834 CHF | 96.59% | 96.59% |
14/11/2024 | 1.03% | 47.92 % | 48.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 120,677 CHF | 121,927 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 48.84 % | 49.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 124,026 CHF | 125,277 CHF | 99.95% | 99.95% |
12/11/2024 | 1.00% | 51.71 % | 52.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,213 CHF | 131,518 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 53.18 % | 53.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,670 CHF | 142,083 CHF | 99.45% | 99.45% |
08/11/2024 | 1.00% | 58.02 % | 58.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,874 CHF | 153,400 CHF | 99.97% | 99.97% |
07/11/2024 | 1.00% | 62.85 % | 63.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,954 CHF | 162,571 CHF | 84.88% | 84.88% |