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% | 66,75 % | 67,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 743 CHF | 170 440 CHF | 99,98% | 99,98% |
19/11/2024 | 1,00% | 67,30 % | 67,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 671 CHF | 170 368 CHF | 99,84% | 99,84% |
18/11/2024 | 1,00% | 68,45 % | 69,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 171 954 CHF | 173 682 CHF | 99,99% | 99,99% |
15/11/2024 | 1,00% | 69,43 % | 70,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 995 CHF | 176 755 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 72,84 % | 73,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 493 CHF | 182 306 CHF | 99,96% | 99,96% |
13/11/2024 | 1,00% | 73,20 % | 73,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 184 183 CHF | 186 038 CHF | 99,78% | 99,78% |
12/11/2024 | 1,00% | 72,90 % | 73,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 619 CHF | 185 464 CHF | 99,99% | 99,99% |
11/11/2024 | 1,00% | 75,24 % | 76,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 911 CHF | 189 802 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 73,47 % | 74,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 251 CHF | 187 110 CHF | 99,96% | 99,96% |
07/11/2024 | 1,00% | 75,63 % | 76,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 188 402 CHF | 190 295 CHF | 99,96% | 99,96% |