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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,00% | 73,43 % | 74,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 181 280 CHF | 183 102 CHF | 99,42% | 99,42% |
22/11/2024 | 1,00% | 72,68 % | 73,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 919 CHF | 181 726 CHF | 97,17% | 97,17% |
20/11/2024 | 1,00% | 73,86 % | 74,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 733 CHF | 188 610 CHF | 99,91% | 99,91% |
19/11/2024 | 1,00% | 73,93 % | 74,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 181 310 CHF | 183 132 CHF | 96,75% | 96,75% |
18/11/2024 | 1,00% | 78,64 % | 79,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 010 CHF | 193 938 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 80,20 % | 81,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 482 CHF | 204 481 CHF | 95,45% | 95,45% |
14/11/2024 | 0,99% | 82,18 % | 82,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 193 CHF | 203 191 CHF | 79,46% | 79,46% |
13/11/2024 | 0,88% | 89,92 % | 90,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 806 CHF | 227 806 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 90,49 % | 91,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 819 CHF | 230 819 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,08 % | 93,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 581 CHF | 235 581 CHF | 100,00% | 100,00% |