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% | 65.05 % | 65.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,400 CHF | 165,047 CHF | 99.90% | 99.90% |
19/11/2024 | 1.00% | 65.00 % | 65.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,911 CHF | 163,537 CHF | 99.87% | 99.87% |
18/11/2024 | 1.00% | 65.00 % | 65.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,957 CHF | 164,593 CHF | 99.95% | 99.95% |
15/11/2024 | 1.00% | 65.81 % | 66.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,805 CHF | 169,493 CHF | 99.95% | 99.95% |
14/11/2024 | 1.00% | 69.38 % | 70.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,166 CHF | 175,915 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 68.64 % | 69.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,384 CHF | 174,110 CHF | 99.86% | 99.86% |
12/11/2024 | 1.00% | 68.82 % | 69.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 173,698 CHF | 175,448 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 69.76 % | 70.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,757 CHF | 177,527 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 70.40 % | 71.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,925 CHF | 179,714 CHF | 99.96% | 99.96% |
07/11/2024 | 1.00% | 71.31 % | 72.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,009 CHF | 179,803 CHF | 99.91% | 99.91% |