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% | 61,07 % | 61,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 901 CHF | 154 437 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 61,10 % | 61,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 984 CHF | 154 522 CHF | 99,89% | 99,89% |
18/11/2024 | 1,01% | 61,41 % | 62,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 436 CHF | 154 986 CHF | 99,99% | 99,99% |
15/11/2024 | 1,00% | 61,33 % | 61,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 586 CHF | 155 136 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 61,56 % | 62,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 708 CHF | 155 258 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 61,34 % | 61,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 437 CHF | 154 987 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 61,38 % | 62,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 744 CHF | 155 294 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 61,79 % | 62,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 442 CHF | 155 992 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 61,61 % | 62,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 130 CHF | 155 680 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 61,84 % | 62,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 717 CHF | 156 267 CHF | 99,68% | 99,68% |