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% | 74,70 % | 75,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 054 CHF | 188 933 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 74,14 % | 74,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 368 CHF | 188 242 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 78,94 % | 79,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 412 CHF | 200 401 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 80,23 % | 81,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 450 CHF | 203 450 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 82,44 % | 83,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 351 CHF | 211 351 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 84,51 % | 85,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 569 CHF | 215 569 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 86,26 % | 87,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 732 CHF | 222 732 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 89,50 % | 90,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 797 CHF | 222 797 CHF | 99,99% | 99,99% |
08/11/2024 | 0,94% | 86,52 % | 87,32 % | 250 000 | 250 000 | 249 843 | 250 000 | 210 670 CHF | 212 799 CHF | 98,79% | 98,79% |
07/11/2024 | 0,98% | 81,67 % | 82,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 578 CHF | 204 578 CHF | 99,91% | 99,91% |