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 | 2,00% | 7,47 % | 7,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 20 526 CHF | 20 941 CHF | 99,97% | 99,97% |
19/11/2024 | 1,99% | 9,08 % | 9,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 22 077 CHF | 22 522 CHF | 99,97% | 99,97% |
18/11/2024 | 2,00% | 8,59 % | 8,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 21 997 CHF | 22 442 CHF | 100,00% | 100,00% |
15/11/2024 | 2,00% | 10,39 % | 10,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 28 126 CHF | 28 694 CHF | 99,99% | 99,99% |
14/11/2024 | 1,99% | 12,12 % | 12,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 30 141 CHF | 30 748 CHF | 99,98% | 99,98% |
13/11/2024 | 2,00% | 10,83 % | 11,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 26 784 CHF | 27 326 CHF | 99,99% | 99,99% |
12/11/2024 | 2,00% | 11,14 % | 11,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 32 701 CHF | 33 361 CHF | 99,97% | 99,97% |
11/11/2024 | 2,00% | 14,86 % | 15,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 35 531 CHF | 36 249 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 16,71 % | 17,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 38 115 CHF | 38 885 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 14,01 % | 14,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 37 226 CHF | 37 975 CHF | 99,56% | 99,56% |