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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,00% | 52,02 % | 52,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 906 CHF | 132 223 CHF | 100,00% | 100,00% |
20/11/2024 | 1,00% | 53,74 % | 54,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 251 CHF | 135 601 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 53,26 % | 53,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 132 745 CHF | 134 081 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 53,10 % | 53,63 % | 190 000 | 250 000 | 201 357 | 250 000 | 107 697 CHF | 135 059 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 53,17 % | 53,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 133 243 CHF | 134 579 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 53,40 % | 53,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 877 CHF | 136 234 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 54,30 % | 54,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 135 397 CHF | 136 755 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 53,97 % | 54,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 135 231 CHF | 136 589 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 54,24 % | 54,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 136 458 CHF | 137 832 CHF | 99,91% | 99,91% |
08/11/2024 | 1,00% | 55,89 % | 56,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 142 149 CHF | 143 572 CHF | 100,00% | 100,00% |