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% | 49,17 % | 49,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 007 CHF | 125 257 CHF | 99,94% | 99,94% |
19/11/2024 | 1,01% | 49,37 % | 49,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 123 602 CHF | 124 855 CHF | 99,64% | 99,64% |
18/11/2024 | 1,00% | 50,76 % | 51,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 127 063 CHF | 128 338 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 51,14 % | 51,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 129 124 CHF | 130 421 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 52,85 % | 53,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 906 CHF | 132 223 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 51,92 % | 52,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 543 CHF | 131 856 CHF | 99,98% | 99,98% |
12/11/2024 | 1,00% | 52,23 % | 52,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 131 961 CHF | 133 287 CHF | 99,93% | 99,93% |
11/11/2024 | 1,00% | 54,55 % | 55,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 135 598 CHF | 136 958 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 53,54 % | 54,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 664 CHF | 136 019 CHF | 99,95% | 99,95% |
07/11/2024 | 1,00% | 55,29 % | 55,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 138 495 CHF | 139 891 CHF | 99,97% | 99,97% |