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 | 3,00% | 96,91 % | 99,86 % | 100 000 | 50 000 | 100 000 | 50 000 | 97 433 CHF | 50 200 CHF | 99,95% | 99,95% |
19/11/2024 | 2,54% | 97,25 % | 100,21 % | 100 000 | 50 000 | 131 325 | 91 767 | 128 639 CHF | 91 701 CHF | 99,69% | 99,69% |
18/11/2024 | 0,81% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 941 CHF | 246 941 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,06 % | 97,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 886 CHF | 243 886 CHF | 99,99% | 99,99% |
14/11/2024 | 0,83% | 95,70 % | 96,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 865 CHF | 240 865 CHF | 99,94% | 99,94% |
13/11/2024 | 0,82% | 95,83 % | 96,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 637 CHF | 243 637 CHF | 99,86% | 99,86% |
12/11/2024 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 919 CHF | 241 919 CHF | 21,31% | 21,31% |
11/11/2024 | 0,82% | 96,99 % | 97,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 110 CHF | 246 110 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,73 % | 98,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 085 CHF | 248 085 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 664 CHF | 249 664 CHF | 100,00% | 100,00% |