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% | 60,68 % | 61,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 765 CHF | 154 298 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 61,47 % | 62,09 % | 250 000 | 240 000 | 250 000 | 240 036 | 152 593 CHF | 147 982 CHF | 99,56% | 99,56% |
18/11/2024 | 1,00% | 62,23 % | 62,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 738 CHF | 157 301 CHF | 99,95% | 99,95% |
15/11/2024 | 1,00% | 62,49 % | 63,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 786 CHF | 158 361 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 62,04 % | 62,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 244 CHF | 155 791 CHF | 99,99% | 99,99% |
13/11/2024 | 1,00% | 61,76 % | 62,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 587 CHF | 156 140 CHF | 99,99% | 99,99% |
12/11/2024 | 1,00% | 62,23 % | 62,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 852 CHF | 158 428 CHF | 99,95% | 99,95% |
11/11/2024 | 1,00% | 65,50 % | 66,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 606 CHF | 166 257 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 64,97 % | 65,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 694 CHF | 165 338 CHF | 99,77% | 99,77% |
07/11/2024 | 1,00% | 67,36 % | 68,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 387 CHF | 171 090 CHF | 99,99% | 99,99% |