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% | 78,02 % | 78,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 666 CHF | 199 650 CHF | 99,97% | 99,97% |
19/11/2024 | 1,00% | 77,90 % | 78,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 864 CHF | 192 781 CHF | 97,25% | 97,25% |
18/11/2024 | 0,98% | 82,49 % | 83,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 490 CHF | 204 490 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,52 % | 85,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 579 CHF | 214 579 CHF | 98,69% | 98,69% |
14/11/2024 | 0,94% | 85,48 % | 86,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 261 CHF | 213 260 CHF | 73,81% | 73,81% |
13/11/2024 | 0,85% | 93,00 % | 93,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 505 CHF | 235 505 CHF | 99,84% | 99,84% |
12/11/2024 | 0,84% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 216 CHF | 238 216 CHF | 99,98% | 99,98% |
11/11/2024 | 0,83% | 95,59 % | 96,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 626 CHF | 241 626 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,67 % | 96,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 069 CHF | 241 069 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 948 CHF | 246 948 CHF | 99,99% | 99,99% |