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% | 52,04 % | 52,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 129 891 CHF | 131 194 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 51,43 % | 51,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 128 204 CHF | 129 494 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 51,54 % | 52,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 129 405 CHF | 130 705 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 51,43 % | 51,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 128 870 CHF | 130 168 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 52,07 % | 52,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 690 CHF | 132 000 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 52,45 % | 52,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 131 295 CHF | 132 615 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 52,30 % | 52,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 131 012 CHF | 132 327 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 52,52 % | 53,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 132 296 CHF | 133 625 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 54,24 % | 54,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 138 038 CHF | 139 429 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 55,82 % | 56,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 140 134 CHF | 141 542 CHF | 100,00% | 100,00% |