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% | 63,71 % | 64,35 % | 150 000 | 250 000 | 150 000 | 250 000 | 96 638 CHF | 162 683 CHF | 99,82% | 99,82% |
19/11/2024 | 1,00% | 64,19 % | 64,84 % | 150 000 | 250 000 | 150 000 | 250 000 | 96 852 CHF | 163 043 CHF | 98,11% | 98,11% |
18/11/2024 | 1,00% | 66,76 % | 67,43 % | 150 000 | 250 000 | 150 000 | 250 000 | 100 233 CHF | 168 731 CHF | 99,98% | 99,98% |
15/11/2024 | 1,00% | 66,27 % | 66,94 % | 150 000 | 250 000 | 150 000 | 250 000 | 100 543 CHF | 169 260 CHF | 98,68% | 98,68% |
14/11/2024 | 1,00% | 68,94 % | 69,63 % | 150 000 | 250 000 | 150 000 | 250 000 | 102 364 CHF | 172 321 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 67,66 % | 68,34 % | 150 000 | 250 000 | 150 000 | 250 000 | 101 962 CHF | 171 646 CHF | 99,64% | 99,64% |
12/11/2024 | 1,00% | 67,91 % | 68,59 % | 150 000 | 250 000 | 150 000 | 250 000 | 102 691 CHF | 172 874 CHF | 99,98% | 99,98% |
11/11/2024 | 1,00% | 70,17 % | 70,88 % | 150 000 | 250 000 | 150 000 | 250 000 | 105 924 CHF | 178 313 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 69,52 % | 70,22 % | 150 000 | 250 000 | 150 000 | 250 000 | 105 245 CHF | 177 169 CHF | 99,78% | 99,78% |
07/11/2024 | 1,00% | 71,16 % | 71,88 % | 150 000 | 250 000 | 150 000 | 250 000 | 107 245 CHF | 180 539 CHF | 99,90% | 99,90% |