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% | 61,09 % | 61,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 583 CHF | 155 128 CHF | 99,96% | 99,96% |
19/11/2024 | 1,00% | 61,01 % | 61,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 151 541 CHF | 153 063 CHF | 99,95% | 99,95% |
18/11/2024 | 1,00% | 62,92 % | 63,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 323 CHF | 156 882 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 63,51 % | 64,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 516 CHF | 162 130 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 65,04 % | 65,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 501 CHF | 162 113 CHF | 99,01% | 99,01% |
13/11/2024 | 1,00% | 72,32 % | 73,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 182 591 CHF | 184 427 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 73,65 % | 74,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 377 CHF | 188 249 CHF | 99,99% | 99,99% |
11/11/2024 | 1,00% | 76,55 % | 77,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 188 CHF | 194 116 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 76,61 % | 77,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 162 CHF | 193 084 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 82,29 % | 83,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 961 CHF | 208 961 CHF | 97,01% | 97,01% |