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% | 69.50 % | 70.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,057 CHF | 175,806 CHF | 99.98% | 99.98% |
19/11/2024 | 1.00% | 68.87 % | 69.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 173,195 CHF | 174,936 CHF | 99.98% | 99.98% |
18/11/2024 | 1.00% | 74.16 % | 74.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,703 CHF | 188,579 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 75.71 % | 76.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,290 CHF | 192,204 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 78.21 % | 79.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,420 CHF | 201,418 CHF | 100.00% | 100.00% |
13/11/2024 | 0.97% | 80.78 % | 81.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,548 CHF | 206,548 CHF | 99.86% | 99.86% |
12/11/2024 | 0.94% | 82.80 % | 83.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,726 CHF | 214,726 CHF | 100.00% | 100.00% |
11/11/2024 | 0.93% | 86.49 % | 87.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,657 CHF | 215,657 CHF | 58.58% | 58.58% |
08/11/2024 | 0.99% | 83.13 % | 83.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,351 CHF | 203,348 CHF | 96.03% | 96.03% |
07/11/2024 | 1.00% | 77.32 % | 78.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,457 CHF | 193,381 CHF | 99.90% | 99.90% |