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% | 79,10 % | 79,90 % | 250 000 | 50 000 | 250 000 | 50 000 | 199 801 CHF | 40 360 CHF | 97,95% | 97,95% |
19/11/2024 | 0,99% | 80,30 % | 81,10 % | 250 000 | 50 000 | 250 000 | 50 000 | 201 222 CHF | 40 644 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 81,20 % | 82,00 % | 250 000 | 50 000 | 250 000 | 50 000 | 202 637 CHF | 40 927 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 82,50 % | 83,30 % | 250 000 | 50 000 | 250 000 | 50 000 | 210 081 CHF | 42 416 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 85,10 % | 85,90 % | 250 000 | 50 000 | 250 000 | 50 000 | 212 118 CHF | 42 824 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 84,90 % | 85,70 % | 250 000 | 50 000 | 250 000 | 50 000 | 214 984 CHF | 43 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 86,70 % | 87,50 % | 250 000 | 50 000 | 250 000 | 50 000 | 217 460 CHF | 43 892 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 88,20 % | 89,00 % | 250 000 | 50 000 | 250 000 | 50 000 | 220 484 CHF | 44 497 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 87,50 % | 88,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 778 CHF | 221 778 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 88,20 % | 89,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 013 CHF | 224 013 CHF | 99,23% | 99,23% |