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% | 58,23 % | 58,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 146 260 CHF | 147 732 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 57,40 % | 57,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 142 519 CHF | 143 953 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 57,36 % | 57,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 143 871 CHF | 145 319 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 56,52 % | 57,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 140 620 CHF | 142 029 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 57,30 % | 57,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 929 CHF | 146 384 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 57,94 % | 58,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 897 CHF | 147 364 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 57,61 % | 58,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 143 828 CHF | 145 276 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 57,59 % | 58,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 473 CHF | 146 937 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 59,86 % | 60,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 822 CHF | 154 359 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 61,82 % | 62,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 935 CHF | 157 500 CHF | 100,00% | 100,00% |