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% | 73,38 % | 74,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 184 413 CHF | 186 266 CHF | 99,98% | 99,98% |
19/11/2024 | 1,00% | 75,39 % | 76,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 188 473 CHF | 190 367 CHF | 97,92% | 97,92% |
18/11/2024 | 0,99% | 79,18 % | 79,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 347 CHF | 202 343 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 79,80 % | 80,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 127 CHF | 199 107 CHF | 99,92% | 99,92% |
14/11/2024 | 1,00% | 76,76 % | 77,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 715 CHF | 188 590 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 71,78 % | 72,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 176 662 CHF | 178 437 CHF | 99,55% | 99,55% |
12/11/2024 | 1,00% | 68,61 % | 69,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 173 256 CHF | 174 997 CHF | 20,77% | 20,77% |
11/11/2024 | 1,00% | 75,76 % | 76,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 189 303 CHF | 191 205 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 74,22 % | 74,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 740 CHF | 195 685 CHF | 99,42% | 99,42% |
07/11/2024 | 0,91% | 88,36 % | 89,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 819 CHF | 221 819 CHF | 99,89% | 99,89% |