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% | 77,81 % | 78,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 165 CHF | 197 125 CHF | 99,83% | 99,83% |
19/11/2024 | 1,00% | 77,92 % | 78,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 522 CHF | 197 486 CHF | 99,74% | 99,74% |
18/11/2024 | 1,00% | 80,01 % | 80,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 624 CHF | 201 624 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 79,17 % | 79,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 338 CHF | 201 338 CHF | 99,89% | 99,89% |
14/11/2024 | 0,99% | 80,51 % | 81,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 073 CHF | 202 070 CHF | 99,88% | 99,88% |
13/11/2024 | 1,00% | 79,14 % | 79,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 084 CHF | 200 076 CHF | 99,89% | 99,89% |
12/11/2024 | 1,00% | 79,38 % | 80,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 394 CHF | 201 394 CHF | 99,98% | 99,98% |
11/11/2024 | 0,98% | 80,78 % | 81,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 827 CHF | 204 827 CHF | 99,86% | 99,86% |
08/11/2024 | 0,98% | 80,78 % | 81,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 552 CHF | 204 552 CHF | 99,83% | 99,83% |
07/11/2024 | 0,97% | 81,40 % | 82,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 221 CHF | 206 221 CHF | 99,99% | 99,99% |