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% | 72.24 % | 72.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,905 CHF | 181,715 CHF | 99.96% | 99.96% |
19/11/2024 | 1.00% | 71.87 % | 72.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,738 CHF | 183,563 CHF | 99.76% | 99.76% |
18/11/2024 | 1.00% | 73.08 % | 73.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,608 CHF | 185,453 CHF | 99.99% | 99.99% |
15/11/2024 | 1.00% | 76.41 % | 77.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,624 CHF | 196,582 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 75.82 % | 76.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,387 CHF | 194,316 CHF | 99.93% | 99.93% |
13/11/2024 | 1.00% | 76.21 % | 76.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,509 CHF | 195,455 CHF | 99.93% | 99.93% |
12/11/2024 | 0.99% | 78.23 % | 79.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,861 CHF | 201,857 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 78.97 % | 79.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,252 CHF | 202,248 CHF | 99.99% | 99.99% |
08/11/2024 | 0.99% | 80.27 % | 81.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,899 CHF | 203,899 CHF | 99.99% | 99.99% |
07/11/2024 | 1.00% | 80.70 % | 81.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,085 CHF | 194,012 CHF | 98.94% | 98.94% |