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% | 55,30 % | 55,86 % | 250 000 | 200 000 | 250 000 | 200 000 | 139 541 CHF | 112 753 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 55,53 % | 56,09 % | 250 000 | 200 000 | 250 000 | 200 000 | 138 248 CHF | 111 710 CHF | 99,95% | 99,95% |
18/11/2024 | 1,00% | 55,43 % | 55,99 % | 250 000 | 200 000 | 250 000 | 200 000 | 138 331 CHF | 111 778 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 55,50 % | 56,06 % | 250 000 | 200 000 | 250 000 | 200 000 | 139 714 CHF | 112 894 CHF | 99,95% | 99,95% |
14/11/2024 | 1,00% | 56,75 % | 57,32 % | 250 000 | 200 000 | 250 000 | 200 000 | 140 328 CHF | 113 390 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 55,17 % | 55,72 % | 250 000 | 200 000 | 250 000 | 200 000 | 137 660 CHF | 111 233 CHF | 99,84% | 99,84% |
12/11/2024 | 1,00% | 55,48 % | 56,04 % | 250 000 | 200 000 | 250 000 | 200 000 | 139 840 CHF | 112 994 CHF | 99,94% | 99,94% |
11/11/2024 | 1,00% | 57,18 % | 57,75 % | 250 000 | 200 000 | 250 000 | 200 000 | 143 408 CHF | 115 885 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 56,72 % | 57,29 % | 250 000 | 200 000 | 250 000 | 200 000 | 142 416 CHF | 115 078 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 57,80 % | 58,38 % | 250 000 | 200 000 | 250 000 | 200 000 | 145 555 CHF | 117 616 CHF | 99,98% | 99,98% |