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% | 75.77 % | 76.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,438 CHF | 193,359 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 75.53 % | 76.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,025 CHF | 190,923 CHF | 99.83% | 99.83% |
18/11/2024 | 1.00% | 76.64 % | 77.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,883 CHF | 192,805 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 75.77 % | 76.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,173 CHF | 193,093 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 76.00 % | 76.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,481 CHF | 190,377 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 74.89 % | 75.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,440 CHF | 189,323 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 74.45 % | 75.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,130 CHF | 192,041 CHF | 99.95% | 99.95% |
11/11/2024 | 1.00% | 78.35 % | 79.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,772 CHF | 194,703 CHF | 99.94% | 99.94% |
08/11/2024 | 1.00% | 76.60 % | 77.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,787 CHF | 196,746 CHF | 99.98% | 99.98% |
07/11/2024 | 1.00% | 79.86 % | 80.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,672 CHF | 197,633 CHF | 99.92% | 99.92% |