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% | 75,89 % | 76,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 925 CHF | 192 844 CHF | 99,93% | 99,93% |
19/11/2024 | 1,00% | 72,76 % | 73,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 178 371 CHF | 180 164 CHF | 99,86% | 99,86% |
18/11/2024 | 1,00% | 73,03 % | 73,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 181 470 CHF | 183 294 CHF | 99,98% | 99,98% |
15/11/2024 | 1,00% | 72,49 % | 73,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 414 CHF | 181 217 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 71,19 % | 71,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 177 376 CHF | 179 160 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 70,08 % | 70,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 176 923 CHF | 178 698 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 69,41 % | 70,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 175 698 CHF | 177 465 CHF | 99,99% | 99,99% |
11/11/2024 | 1,00% | 72,61 % | 73,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 304 CHF | 182 115 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 72,40 % | 73,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 776 CHF | 182 593 CHF | 99,98% | 99,98% |
07/11/2024 | 1,00% | 73,10 % | 73,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 815 CHF | 181 621 CHF | 99,93% | 99,93% |