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% | 77,30 % | 78,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 050 CHF | 196 004 CHF | 99,78% | 99,78% |
19/11/2024 | 1,00% | 77,03 % | 77,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 100 CHF | 195 042 CHF | 98,06% | 98,06% |
18/11/2024 | 1,00% | 79,70 % | 80,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 544 CHF | 200 540 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 79,09 % | 79,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 867 CHF | 202 865 CHF | 99,95% | 99,95% |
14/11/2024 | 0,98% | 81,44 % | 82,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 228 CHF | 204 228 CHF | 99,89% | 99,89% |
13/11/2024 | 0,99% | 80,49 % | 81,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 028 CHF | 204 028 CHF | 99,98% | 99,98% |
12/11/2024 | 0,97% | 81,33 % | 82,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 959 CHF | 206 959 CHF | 99,98% | 99,98% |
11/11/2024 | 0,94% | 83,73 % | 84,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 011 CHF | 213 011 CHF | 99,99% | 99,99% |
08/11/2024 | 0,94% | 83,87 % | 84,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 068 CHF | 213 068 CHF | 99,90% | 99,90% |
07/11/2024 | 0,93% | 85,21 % | 86,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 693 CHF | 216 693 CHF | 99,98% | 99,98% |