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% | 60,08 % | 60,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 147 617 CHF | 149 096 CHF | 99,86% | 99,86% |
19/11/2024 | 1,00% | 58,28 % | 58,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 226 CHF | 145 676 CHF | 99,76% | 99,76% |
18/11/2024 | 1,00% | 58,14 % | 58,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 149 237 CHF | 150 734 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 60,39 % | 61,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 218 CHF | 156 777 CHF | 98,36% | 98,36% |
14/11/2024 | 1,00% | 64,86 % | 65,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 196 CHF | 164 840 CHF | 99,94% | 99,94% |
13/11/2024 | 1,00% | 64,16 % | 64,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 788 CHF | 162 407 CHF | 99,64% | 99,64% |
12/11/2024 | 1,00% | 64,19 % | 64,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 162 380 CHF | 164 007 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 65,63 % | 66,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 678 CHF | 166 329 CHF | 99,99% | 99,99% |
08/11/2024 | 1,00% | 66,00 % | 66,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 240 CHF | 168 917 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 67,00 % | 67,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 333 CHF | 169 008 CHF | 99,91% | 99,91% |