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% | 75.19 % | 75.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,707 CHF | 191,610 CHF | 99.91% | 99.91% |
19/11/2024 | 1.00% | 75.57 % | 76.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,319 CHF | 191,222 CHF | 99.74% | 99.74% |
18/11/2024 | 1.00% | 76.69 % | 77.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,463 CHF | 194,399 CHF | 99.99% | 99.99% |
15/11/2024 | 1.00% | 77.57 % | 78.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,037 CHF | 197,000 CHF | 99.98% | 99.98% |
14/11/2024 | 1.00% | 80.14 % | 80.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,367 CHF | 201,367 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 80.44 % | 81.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,906 CHF | 203,906 CHF | 99.96% | 99.96% |
12/11/2024 | 0.99% | 80.30 % | 81.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,357 CHF | 203,357 CHF | 99.99% | 99.99% |
11/11/2024 | 0.98% | 81.58 % | 82.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,816 CHF | 205,816 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 80.36 % | 81.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,943 CHF | 203,943 CHF | 99.88% | 99.88% |
07/11/2024 | 0.98% | 81.78 % | 82.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,109 CHF | 206,109 CHF | 99.92% | 99.92% |