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% | 67,49 % | 68,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 438 CHF | 171 140 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 67,08 % | 67,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 447 CHF | 169 128 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 67,12 % | 67,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 909 CHF | 169 597 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 66,46 % | 67,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 453 CHF | 168 128 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 67,24 % | 67,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 938 CHF | 170 636 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 67,66 % | 68,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 977 CHF | 170 677 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 67,26 % | 67,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 764 CHF | 169 450 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 67,06 % | 67,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 535 CHF | 170 227 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 68,38 % | 69,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 834 CHF | 174 572 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 69,75 % | 70,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 859 CHF | 176 615 CHF | 100,00% | 100,00% |