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% | 76,94 % | 77,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 154 CHF | 197 115 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 78,94 % | 79,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 914 CHF | 195 861 CHF | 99,92% | 99,92% |
18/11/2024 | 0,99% | 80,38 % | 81,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 366 CHF | 203 366 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 81,01 % | 81,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 727 CHF | 205 727 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 80,03 % | 80,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 549 CHF | 200 541 CHF | 99,97% | 99,97% |
13/11/2024 | 0,98% | 80,50 % | 81,30 % | 249 000 | 250 000 | 249 585 | 250 000 | 202 305 CHF | 204 638 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 82,61 % | 83,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 238 CHF | 210 238 CHF | 20,76% | 20,76% |
11/11/2024 | 0,88% | 89,61 % | 90,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 171 CHF | 227 171 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 88,38 % | 89,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 848 CHF | 224 848 CHF | 99,91% | 99,91% |
07/11/2024 | 0,87% | 91,57 % | 92,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 262 CHF | 231 262 CHF | 99,99% | 99,99% |