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 | 2,00% | 18,55 % | 18,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 45 529 CHF | 46 449 CHF | 99,89% | 99,89% |
19/11/2024 | 2,00% | 18,18 % | 18,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 45 984 CHF | 46 912 CHF | 99,80% | 99,80% |
18/11/2024 | 2,00% | 18,56 % | 18,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 46 163 CHF | 47 095 CHF | 99,98% | 99,98% |
15/11/2024 | 2,00% | 20,01 % | 20,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 51 451 CHF | 52 489 CHF | 99,98% | 99,98% |
14/11/2024 | 2,01% | 19,66 % | 20,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 50 314 CHF | 51 337 CHF | 99,92% | 99,92% |
13/11/2024 | 2,00% | 19,72 % | 20,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 50 788 CHF | 51 811 CHF | 99,55% | 99,55% |
12/11/2024 | 2,00% | 20,91 % | 21,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 54 846 CHF | 55 955 CHF | 99,93% | 99,93% |
11/11/2024 | 2,00% | 21,40 % | 21,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 55 429 CHF | 56 548 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 22,64 % | 23,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 59 169 CHF | 60 363 CHF | 99,97% | 99,97% |
07/11/2024 | 2,00% | 23,70 % | 24,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 52 053 CHF | 53 104 CHF | 98,99% | 98,99% |