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% | 51,09 % | 51,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 126 162 CHF | 127 429 CHF | 99,73% | 99,73% |
19/11/2024 | 1,00% | 50,29 % | 50,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 128 499 CHF | 129 794 CHF | 99,74% | 99,74% |
18/11/2024 | 1,00% | 51,77 % | 52,29 % | 250 000 | 248 000 | 250 000 | 248 657 | 128 929 CHF | 129 530 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 54,91 % | 55,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 140 806 CHF | 142 220 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 54,24 % | 54,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 138 216 CHF | 139 610 CHF | 99,91% | 99,91% |
13/11/2024 | 1,00% | 54,37 % | 54,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 531 CHF | 140 929 CHF | 99,87% | 99,87% |
12/11/2024 | 1,00% | 56,95 % | 57,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 148 051 CHF | 149 540 CHF | 99,98% | 99,98% |
11/11/2024 | 1,00% | 58,13 % | 58,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 148 512 CHF | 150 003 CHF | 98,77% | 98,77% |
08/11/2024 | 1,00% | 59,77 % | 60,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 153 854 CHF | 155 400 CHF | 99,80% | 99,80% |
07/11/2024 | 1,00% | 61,60 % | 62,22 % | 250 000 | 250 000 | 250 000 | 241 117 | 138 755 CHF | 135 245 CHF | 98,84% | 98,84% |