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% | 62,49 % | 63,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 158 488 CHF | 160 083 CHF | 99,90% | 99,90% |
19/11/2024 | 1,00% | 63,65 % | 64,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 566 CHF | 162 180 CHF | 99,84% | 99,84% |
18/11/2024 | 1,00% | 64,24 % | 64,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 483 CHF | 168 158 CHF | 99,78% | 99,78% |
15/11/2024 | 1,00% | 66,78 % | 67,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 209 CHF | 168 886 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 66,86 % | 67,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 374 CHF | 169 050 CHF | 99,86% | 99,86% |
13/11/2024 | 1,00% | 67,02 % | 67,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 060 CHF | 169 754 CHF | 99,93% | 99,93% |
12/11/2024 | 1,00% | 67,06 % | 67,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 430 CHF | 169 110 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 67,34 % | 68,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 279 CHF | 167 957 CHF | 99,92% | 99,92% |
08/11/2024 | 1,00% | 66,76 % | 67,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 578 CHF | 167 240 CHF | 99,92% | 99,92% |
07/11/2024 | 1,00% | 66,50 % | 67,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 104 CHF | 167 772 CHF | 99,85% | 99,85% |