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% | 77,84 % | 78,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 874 CHF | 196 832 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 76,98 % | 77,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 728 CHF | 193 657 CHF | 99,98% | 99,98% |
18/11/2024 | 1,00% | 77,43 % | 78,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 328 CHF | 194 261 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 76,79 % | 77,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 735 CHF | 196 692 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 79,19 % | 79,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 091 CHF | 200 082 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 79,60 % | 80,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 125 CHF | 202 125 CHF | 99,93% | 99,93% |
12/11/2024 | 0,99% | 80,30 % | 81,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 557 CHF | 203 557 CHF | 97,17% | 97,17% |
11/11/2024 | 0,97% | 81,77 % | 82,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 655 CHF | 206 655 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 81,10 % | 81,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 006 CHF | 206 006 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 82,02 % | 82,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 288 CHF | 209 288 CHF | 97,47% | 97,47% |