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% | 75,82 % | 76,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 586 CHF | 193 510 CHF | 99,96% | 99,96% |
19/11/2024 | 1,00% | 76,70 % | 77,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 398 CHF | 192 311 CHF | 99,62% | 99,62% |
18/11/2024 | 1,00% | 77,81 % | 78,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 786 CHF | 197 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 79,90 % | 80,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 865 CHF | 202 864 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 80,42 % | 81,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 494 CHF | 198 464 CHF | 99,99% | 99,99% |
13/11/2024 | 1,00% | 77,34 % | 78,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 284 CHF | 196 237 CHF | 99,93% | 99,93% |
12/11/2024 | 1,00% | 77,54 % | 78,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 084 CHF | 198 056 CHF | 20,81% | 20,81% |
11/11/2024 | 0,95% | 82,37 % | 83,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 799 CHF | 211 799 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 82,70 % | 83,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 493 CHF | 212 493 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 89,45 % | 90,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 971 CHF | 227 971 CHF | 99,99% | 99,99% |