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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,00% | 65,05 % | 65,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 244 CHF | 164 885 CHF | 100,00% | 100,00% |
20/11/2024 | 1,00% | 65,91 % | 66,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 854 CHF | 166 506 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 65,62 % | 66,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 869 CHF | 165 515 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 65,76 % | 66,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 653 CHF | 166 303 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 65,65 % | 66,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 432 CHF | 166 083 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 66,06 % | 66,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 470 CHF | 167 130 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 66,41 % | 67,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 738 CHF | 167 406 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 66,23 % | 66,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 787 CHF | 167 454 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 66,33 % | 67,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 657 CHF | 168 334 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 67,59 % | 68,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 872 CHF | 172 592 CHF | 100,00% | 100,00% |