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% | 65,05 % | 65,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 400 CHF | 165 047 CHF | 99,90% | 99,90% |
19/11/2024 | 1,00% | 65,00 % | 65,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 911 CHF | 163 537 CHF | 99,87% | 99,87% |
18/11/2024 | 1,00% | 65,00 % | 65,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 162 957 CHF | 164 593 CHF | 99,95% | 99,95% |
15/11/2024 | 1,00% | 65,81 % | 66,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 805 CHF | 169 493 CHF | 99,95% | 99,95% |
14/11/2024 | 1,00% | 69,38 % | 70,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 166 CHF | 175 915 CHF | 99,99% | 99,99% |
13/11/2024 | 1,00% | 68,64 % | 69,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 384 CHF | 174 110 CHF | 99,86% | 99,86% |
12/11/2024 | 1,00% | 68,82 % | 69,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 173 698 CHF | 175 448 CHF | 99,98% | 99,98% |
11/11/2024 | 1,00% | 69,76 % | 70,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 175 757 CHF | 177 527 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 70,40 % | 71,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 177 925 CHF | 179 714 CHF | 99,96% | 99,96% |
07/11/2024 | 1,00% | 71,31 % | 72,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 178 009 CHF | 179 803 CHF | 99,91% | 99,91% |