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% | 68,72 % | 69,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 178 138 CHF | 179 926 CHF | 98,90% | 98,90% |
19/11/2024 | 1,00% | 73,22 % | 73,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 574 CHF | 185 420 CHF | 98,98% | 98,98% |
18/11/2024 | 1,00% | 73,13 % | 73,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 945 CHF | 185 793 CHF | 98,60% | 98,60% |
15/11/2024 | 1,00% | 77,72 % | 78,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 475 CHF | 201 472 CHF | 88,16% | 88,16% |
14/11/2024 | 0,96% | 83,24 % | 84,04 % | 250 000 | 230 000 | 250 000 | 245 837 | 207 552 CHF | 206 041 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 79,55 % | 80,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 227 CHF | 200 218 CHF | 92,93% | 92,93% |
12/11/2024 | 0,93% | 80,49 % | 81,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 037 CHF | 215 037 CHF | 99,21% | 99,21% |
11/11/2024 | 0,91% | 88,82 % | 89,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 285 CHF | 221 285 CHF | 98,08% | 98,08% |
08/11/2024 | 0,89% | 91,26 % | 92,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 932 CHF | 224 932 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 86,76 % | 87,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 956 CHF | 222 956 CHF | 86,15% | 86,15% |