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% | 54,20 % | 54,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 136 955 CHF | 138 332 CHF | 99,88% | 99,88% |
19/11/2024 | 1,00% | 55,25 % | 55,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 633 CHF | 135 985 CHF | 99,20% | 99,20% |
18/11/2024 | 1,00% | 53,07 % | 53,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 128 874 CHF | 130 166 CHF | 99,98% | 99,98% |
15/11/2024 | 1,00% | 50,41 % | 50,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 125 749 CHF | 127 014 CHF | 99,98% | 99,98% |
14/11/2024 | 1,03% | 48,41 % | 48,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 121 192 CHF | 122 442 CHF | 99,77% | 99,77% |
13/11/2024 | 1,00% | 49,31 % | 49,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 212 CHF | 125 463 CHF | 99,58% | 99,58% |
12/11/2024 | 1,00% | 49,50 % | 50,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 126 319 CHF | 127 589 CHF | 99,91% | 99,91% |
11/11/2024 | 1,00% | 51,98 % | 52,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 814 CHF | 132 131 CHF | 99,99% | 99,99% |
08/11/2024 | 1,00% | 52,54 % | 53,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 133 426 CHF | 134 767 CHF | 99,73% | 99,73% |
07/11/2024 | 1,00% | 55,41 % | 55,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 138 402 CHF | 139 795 CHF | 99,86% | 99,86% |