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% | 65,86 % | 66,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 768 CHF | 166 418 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 65,49 % | 66,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 540 CHF | 165 186 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 65,56 % | 66,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 456 CHF | 166 106 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 65,67 % | 66,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 108 CHF | 165 759 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 65,96 % | 66,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 516 CHF | 167 177 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 66,45 % | 67,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 041 CHF | 167 713 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 66,29 % | 66,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 901 CHF | 167 568 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 66,44 % | 67,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 104 CHF | 168 782 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 67,95 % | 68,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 029 CHF | 173 754 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 69,47 % | 70,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 004 CHF | 175 753 CHF | 100,00% | 100,00% |