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% | 77,69 % | 78,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 641 CHF | 196 593 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 77,74 % | 78,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 405 CHF | 196 358 CHF | 99,76% | 99,76% |
18/11/2024 | 1,00% | 78,79 % | 79,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 318 CHF | 199 302 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 79,25 % | 80,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 462 CHF | 201 462 CHF | 99,99% | 99,99% |
14/11/2024 | 0,99% | 80,81 % | 81,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 027 CHF | 203 027 CHF | 99,98% | 99,98% |
13/11/2024 | 0,99% | 80,03 % | 80,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 255 CHF | 203 255 CHF | 99,93% | 99,93% |
12/11/2024 | 0,97% | 81,57 % | 82,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 999 CHF | 206 999 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 81,61 % | 82,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 037 CHF | 206 037 CHF | 99,92% | 99,92% |
08/11/2024 | 0,99% | 80,85 % | 81,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 930 CHF | 203 930 CHF | 99,98% | 99,98% |
07/11/2024 | 0,98% | 80,88 % | 81,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 898 CHF | 204 898 CHF | 99,98% | 99,98% |