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 | 1,16% | 42,76 % | 43,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 106 953 CHF | 108 203 CHF | 99,92% | 99,92% |
19/11/2024 | 1,11% | 43,79 % | 44,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 112 023 CHF | 113 273 CHF | 99,81% | 99,81% |
18/11/2024 | 1,15% | 44,07 % | 44,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 107 686 CHF | 108 936 CHF | 99,95% | 99,95% |
15/11/2024 | 1,12% | 41,99 % | 42,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 110 584 CHF | 111 834 CHF | 96,59% | 96,59% |
14/11/2024 | 1,03% | 47,92 % | 48,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 120 677 CHF | 121 927 CHF | 99,97% | 99,97% |
13/11/2024 | 1,00% | 48,84 % | 49,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 026 CHF | 125 277 CHF | 99,95% | 99,95% |
12/11/2024 | 1,00% | 51,71 % | 52,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 213 CHF | 131 518 CHF | 99,99% | 99,99% |
11/11/2024 | 1,00% | 53,18 % | 53,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 140 670 CHF | 142 083 CHF | 99,45% | 99,45% |
08/11/2024 | 1,00% | 58,02 % | 58,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 151 874 CHF | 153 400 CHF | 99,97% | 99,97% |
07/11/2024 | 1,00% | 62,85 % | 63,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 954 CHF | 162 571 CHF | 84,88% | 84,88% |