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 | 1.24% | 79.80 % | 80.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,835 CHF | 202,335 CHF | 98.59% | 98.59% |
19/11/2024 | 1.01% | 79.40 % | 80.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,952 CHF | 199,952 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 79.60 % | 80.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,161 CHF | 200,161 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.10 % | 79.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,680 CHF | 201,680 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 80.80 % | 81.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,928 CHF | 203,928 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 80.90 % | 81.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,291 CHF | 205,291 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 81.50 % | 82.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,360 CHF | 206,360 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 82.70 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,047 CHF | 209,047 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 82.20 % | 83.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,566 CHF | 208,566 CHF | 100.00% | 100.00% |
07/11/2024 | 0.95% | 83.00 % | 83.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,850 CHF | 210,850 CHF | 100.00% | 100.00% |