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% | 63,93 % | 64,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 587 CHF | 161 187 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 63,50 % | 64,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 158 463 CHF | 160 060 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 63,71 % | 64,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 325 CHF | 160 925 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 63,48 % | 64,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 134 CHF | 160 734 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 64,18 % | 64,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 746 CHF | 162 359 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 64,37 % | 65,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 057 CHF | 162 681 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 64,30 % | 64,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 968 CHF | 162 587 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 64,59 % | 65,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 981 CHF | 163 607 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 65,72 % | 66,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 050 CHF | 167 721 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 66,87 % | 67,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 530 CHF | 169 209 CHF | 100,00% | 100,00% |