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% | 67,84 % | 68,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 892 CHF | 171 600 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 67,47 % | 68,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 046 CHF | 170 745 CHF | 99,85% | 99,85% |
18/11/2024 | 1,00% | 71,90 % | 72,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 789 CHF | 182 606 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 73,02 % | 73,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 535 CHF | 185 378 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 75,42 % | 76,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 728 CHF | 193 656 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 77,46 % | 78,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 505 CHF | 198 478 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 79,72 % | 80,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 385 CHF | 206 385 CHF | 99,98% | 99,98% |
11/11/2024 | 0,97% | 82,86 % | 83,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 657 CHF | 206 653 CHF | 59,45% | 59,45% |
08/11/2024 | 1,00% | 79,55 % | 80,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 023 CHF | 194 962 CHF | 98,80% | 98,80% |
07/11/2024 | 1,00% | 74,43 % | 75,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 184 468 CHF | 186 322 CHF | 99,92% | 99,92% |