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% | 75.89 % | 76.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,925 CHF | 192,844 CHF | 99.93% | 99.93% |
19/11/2024 | 1.00% | 72.76 % | 73.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,371 CHF | 180,164 CHF | 99.86% | 99.86% |
18/11/2024 | 1.00% | 73.03 % | 73.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,470 CHF | 183,294 CHF | 99.98% | 99.98% |
15/11/2024 | 1.00% | 72.49 % | 73.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,414 CHF | 181,217 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 71.19 % | 71.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,376 CHF | 179,160 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 70.08 % | 70.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,923 CHF | 178,698 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 69.41 % | 70.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,698 CHF | 177,465 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 72.61 % | 73.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,304 CHF | 182,115 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 72.40 % | 73.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,776 CHF | 182,593 CHF | 99.98% | 99.98% |
07/11/2024 | 1.00% | 73.10 % | 73.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,815 CHF | 181,621 CHF | 99.93% | 99.93% |