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% | 64,25 % | 64,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 358 CHF | 162 979 CHF | 99,91% | 99,91% |
19/11/2024 | 1,00% | 65,72 % | 66,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 456 CHF | 166 106 CHF | 99,54% | 99,54% |
18/11/2024 | 1,00% | 68,92 % | 69,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 174 219 CHF | 175 972 CHF | 99,98% | 99,98% |
15/11/2024 | 1,00% | 69,34 % | 70,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 171 390 CHF | 173 114 CHF | 99,96% | 99,96% |
14/11/2024 | 1,00% | 66,92 % | 67,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 682 CHF | 165 326 CHF | 99,97% | 99,97% |
13/11/2024 | 1,00% | 63,57 % | 64,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 157 156 CHF | 158 738 CHF | 99,72% | 99,72% |
12/11/2024 | 1,00% | 61,57 % | 62,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 973 CHF | 156 530 CHF | 20,76% | 20,76% |
11/11/2024 | 1,00% | 66,71 % | 67,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 580 CHF | 168 256 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 65,23 % | 65,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 127 CHF | 170 825 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 76,27 % | 77,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 189 423 CHF | 191 328 CHF | 100,00% | 100,00% |