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% | 76,65 % | 77,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 798 CHF | 193 723 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 76,77 % | 77,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 012 CHF | 193 937 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 77,01 % | 77,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 413 CHF | 194 338 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 76,82 % | 77,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 436 CHF | 194 361 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 77,08 % | 77,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 399 CHF | 194 329 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 76,89 % | 77,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 342 CHF | 194 267 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 76,89 % | 77,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 238 CHF | 194 163 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 77,10 % | 77,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 942 CHF | 194 890 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 77,10 % | 77,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 855 CHF | 194 798 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 77,23 % | 78,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 219 CHF | 195 169 CHF | 100,00% | 100,00% |