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% | 57,40 % | 57,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 054 CHF | 146 508 CHF | 99,95% | 99,95% |
19/11/2024 | 1,00% | 57,80 % | 58,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 804 CHF | 146 257 CHF | 99,85% | 99,85% |
18/11/2024 | 1,00% | 58,56 % | 59,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 147 030 CHF | 148 505 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 59,22 % | 59,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 148 859 CHF | 150 352 CHF | 98,69% | 98,69% |
14/11/2024 | 1,00% | 61,33 % | 61,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 409 CHF | 153 937 CHF | 99,99% | 99,99% |
13/11/2024 | 1,00% | 61,54 % | 62,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 519 CHF | 156 072 CHF | 99,81% | 99,81% |
12/11/2024 | 1,00% | 61,38 % | 62,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 268 CHF | 155 818 CHF | 99,97% | 99,97% |
11/11/2024 | 1,00% | 62,73 % | 63,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 728 CHF | 158 303 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 61,72 % | 62,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 154 CHF | 156 710 CHF | 99,98% | 99,98% |
07/11/2024 | 1,00% | 62,93 % | 63,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 892 CHF | 158 469 CHF | 99,97% | 99,97% |