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% | 76,92 % | 77,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 935 CHF | 194 875 CHF | 99,98% | 99,98% |
19/11/2024 | 1,00% | 78,43 % | 79,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 036 CHF | 198 004 CHF | 99,66% | 99,66% |
18/11/2024 | 0,97% | 81,40 % | 82,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 184 CHF | 207 184 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 81,80 % | 82,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 779 CHF | 204 779 CHF | 99,93% | 99,93% |
14/11/2024 | 1,00% | 79,63 % | 80,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 103 CHF | 197 064 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 76,05 % | 76,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 188 128 CHF | 190 018 CHF | 99,86% | 99,86% |
12/11/2024 | 1,00% | 73,63 % | 74,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 447 CHF | 187 308 CHF | 20,77% | 20,77% |
11/11/2024 | 1,00% | 78,88 % | 79,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 259 CHF | 199 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 77,65 % | 78,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 330 CHF | 202 327 CHF | 99,86% | 99,86% |
07/11/2024 | 0,92% | 87,36 % | 88,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 595 CHF | 219 595 CHF | 99,93% | 99,93% |