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% | 77.81 % | 78.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,165 CHF | 197,125 CHF | 99.83% | 99.83% |
19/11/2024 | 1.00% | 77.92 % | 78.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,522 CHF | 197,486 CHF | 99.74% | 99.74% |
18/11/2024 | 1.00% | 80.01 % | 80.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,624 CHF | 201,624 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 79.17 % | 79.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,338 CHF | 201,338 CHF | 99.89% | 99.89% |
14/11/2024 | 0.99% | 80.51 % | 81.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,073 CHF | 202,070 CHF | 99.88% | 99.88% |
13/11/2024 | 1.00% | 79.14 % | 79.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,084 CHF | 200,076 CHF | 99.89% | 99.89% |
12/11/2024 | 1.00% | 79.38 % | 80.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,394 CHF | 201,394 CHF | 99.98% | 99.98% |
11/11/2024 | 0.98% | 80.78 % | 81.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,827 CHF | 204,827 CHF | 99.86% | 99.86% |
08/11/2024 | 0.98% | 80.78 % | 81.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,552 CHF | 204,552 CHF | 99.83% | 99.83% |
07/11/2024 | 0.97% | 81.40 % | 82.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,221 CHF | 206,221 CHF | 99.99% | 99.99% |