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% | 63,51 % | 64,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 162 545 CHF | 164 179 CHF | 99,92% | 99,92% |
19/11/2024 | 1,00% | 64,30 % | 64,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 838 CHF | 165 484 CHF | 99,77% | 99,77% |
18/11/2024 | 1,00% | 65,62 % | 66,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 891 CHF | 163 516 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 64,27 % | 64,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 945 CHF | 158 523 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 64,04 % | 64,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 785 CHF | 162 402 CHF | 99,92% | 99,92% |
13/11/2024 | 1,00% | 64,35 % | 65,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 219 CHF | 160 820 CHF | 99,94% | 99,94% |
12/11/2024 | 1,00% | 63,16 % | 63,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 062 CHF | 161 673 CHF | 99,99% | 99,99% |
11/11/2024 | 1,00% | 64,39 % | 65,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 647 CHF | 161 249 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 63,31 % | 63,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 158 326 CHF | 159 922 CHF | 99,88% | 99,88% |
07/11/2024 | 1,00% | 63,18 % | 63,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 993 CHF | 162 614 CHF | 99,93% | 99,93% |