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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 2.47% | 104.98 % | 108.24 % | 5,000 | 5,000 | 49,722 | 49,722 | 52,503 CHF | 53,815 CHF | 100.00% | 100.00% |
27/11/2024 | 1.72% | 105.10 % | 105.90 % | 500,000 | 500,000 | 139,897 | 139,897 | 147,001 CHF | 148,494 CHF | 99.66% | 99.66% |
26/11/2024 | 1.62% | 105.10 % | 105.90 % | 500,000 | 500,000 | 142,311 | 142,311 | 149,096 CHF | 150,663 CHF | 99.36% | 99.36% |
25/11/2024 | 1.84% | 103.60 % | 104.60 % | 500,000 | 500,000 | 143,906 | 143,906 | 148,514 CHF | 150,372 CHF | 100.00% | 100.00% |
22/11/2024 | 1.92% | 103.10 % | 104.10 % | 500,000 | 500,000 | 140,719 | 140,719 | 144,954 CHF | 146,748 CHF | 99.90% | 99.90% |
20/11/2024 | 1.69% | 102.60 % | 103.40 % | 500,000 | 500,000 | 144,449 | 144,449 | 146,998 CHF | 148,566 CHF | 99.01% | 99.01% |
19/11/2024 | 1.89% | 100.00 % | 101.00 % | 500,000 | 500,000 | 141,982 | 141,982 | 143,734 CHF | 145,562 CHF | 100.00% | 100.00% |
18/11/2024 | 1.90% | 101.40 % | 102.40 % | 500,000 | 500,000 | 141,763 | 141,763 | 143,633 CHF | 145,455 CHF | 99.77% | 99.77% |
15/11/2024 | 1.70% | 100.40 % | 101.20 % | 500,000 | 500,000 | 140,971 | 140,971 | 142,384 CHF | 143,915 CHF | 99.04% | 99.04% |
14/11/2024 | 1.67% | 101.20 % | 102.00 % | 500,000 | 500,000 | 144,677 | 144,677 | 146,070 CHF | 147,648 CHF | 99.10% | 99.10% |