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% | 79,14 % | 79,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 394 CHF | 200 394 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 79,53 % | 80,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 913 CHF | 200 913 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 80,23 % | 81,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 493 CHF | 202 493 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 80,09 % | 80,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 799 CHF | 202 799 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 80,82 % | 81,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 010 CHF | 203 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 79,96 % | 80,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 405 CHF | 202 405 CHF | 99,99% | 99,99% |
12/11/2024 | 0,99% | 80,35 % | 81,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 042 CHF | 203 042 CHF | 99,97% | 99,97% |
11/11/2024 | 0,98% | 80,90 % | 81,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 755 CHF | 204 755 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 80,85 % | 81,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 815 CHF | 204 815 CHF | 99,91% | 99,91% |
07/11/2024 | 0,98% | 81,49 % | 82,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 790 CHF | 205 790 CHF | 99,99% | 99,99% |