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% | 52.22 % | 52.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,942 CHF | 140,338 CHF | 97.39% | 97.39% |
19/11/2024 | 1.00% | 59.10 % | 59.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,192 CHF | 147,662 CHF | 99.86% | 99.86% |
18/11/2024 | 1.00% | 58.02 % | 58.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,906 CHF | 147,372 CHF | 76.93% | 76.93% |
15/11/2024 | 1.00% | 63.88 % | 64.52 % | 250,000 | 248,000 | 250,000 | 248,077 | 167,604 CHF | 167,987 CHF | 85.23% | 85.23% |
14/11/2024 | 1.00% | 72.40 % | 73.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,078 CHF | 181,889 CHF | 98.53% | 98.53% |
13/11/2024 | 1.00% | 66.83 % | 67.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,706 CHF | 168,381 CHF | 87.37% | 87.37% |
12/11/2024 | 1.00% | 69.01 % | 69.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,195 CHF | 193,113 CHF | 80.49% | 80.49% |
11/11/2024 | 0.99% | 80.98 % | 81.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,995 CHF | 200,980 CHF | 89.92% | 89.92% |
08/11/2024 | 0.97% | 85.74 % | 86.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,402 CHF | 206,393 CHF | 82.20% | 82.20% |
07/11/2024 | 0.97% | 78.16 % | 78.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,603 CHF | 204,581 CHF | 50.37% | 50.37% |