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% | 68,85 % | 69,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 078 CHF | 175 827 CHF | 99,84% | 99,84% |
19/11/2024 | 1,00% | 70,24 % | 70,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 175 744 CHF | 177 511 CHF | 99,37% | 99,37% |
18/11/2024 | 1,00% | 72,19 % | 72,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 361 CHF | 181 164 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 73,85 % | 74,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 629 CHF | 185 475 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 71,82 % | 72,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 176 500 CHF | 178 274 CHF | 99,98% | 99,98% |
13/11/2024 | 1,00% | 68,47 % | 69,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 786 CHF | 181 592 CHF | 99,85% | 99,85% |
12/11/2024 | 1,00% | 74,68 % | 75,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 998 CHF | 192 918 CHF | 99,90% | 99,90% |
11/11/2024 | 1,00% | 77,36 % | 78,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 834 CHF | 193 763 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 75,45 % | 76,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 034 CHF | 192 954 CHF | 99,75% | 99,75% |
07/11/2024 | 0,98% | 80,93 % | 81,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 784 CHF | 204 783 CHF | 99,97% | 99,97% |