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% | 58,71 % | 59,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 147 875 CHF | 149 359 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 59,56 % | 60,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 147 901 CHF | 149 383 CHF | 99,58% | 99,58% |
18/11/2024 | 1,00% | 60,52 % | 61,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 151 498 CHF | 153 024 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 60,83 % | 61,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 152 850 CHF | 154 385 CHF | 99,94% | 99,94% |
14/11/2024 | 1,00% | 60,49 % | 61,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 150 375 CHF | 151 888 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 60,18 % | 60,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 150 445 CHF | 151 956 CHF | 99,92% | 99,92% |
12/11/2024 | 1,00% | 60,47 % | 61,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 151 943 CHF | 153 468 CHF | 20,80% | 20,80% |
11/11/2024 | 1,00% | 64,44 % | 65,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 162 311 CHF | 163 940 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 63,79 % | 64,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 027 CHF | 162 644 CHF | 99,93% | 99,93% |
07/11/2024 | 1,00% | 67,14 % | 67,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 297 CHF | 170 999 CHF | 100,00% | 100,00% |