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% | 76,18 % | 76,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 821 CHF | 192 738 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 75,29 % | 76,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 321 CHF | 189 203 CHF | 99,97% | 99,97% |
18/11/2024 | 1,00% | 75,70 % | 76,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 996 CHF | 189 885 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 75,03 % | 75,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 491 CHF | 192 405 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 77,55 % | 78,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 815 CHF | 195 765 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 80,29 % | 81,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 872 CHF | 203 872 CHF | 99,93% | 99,93% |
12/11/2024 | 0,98% | 80,93 % | 81,73 % | 235 000 | 250 000 | 241 160 | 250 000 | 196 243 CHF | 205 447 CHF | 96,38% | 96,38% |
11/11/2024 | 0,96% | 82,78 % | 83,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 241 CHF | 209 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 82,20 % | 83,00 % | 225 000 | 250 000 | 231 184 | 250 000 | 191 205 CHF | 208 756 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 83,15 % | 83,95 % | 225 000 | 250 000 | 230 120 | 250 000 | 193 479 CHF | 212 162 CHF | 99,88% | 99,88% |