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% | 73,73 % | 74,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 897 CHF | 189 785 CHF | 99,96% | 99,96% |
19/11/2024 | 1,00% | 77,32 % | 78,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 319 CHF | 196 269 CHF | 99,88% | 99,88% |
18/11/2024 | 0,99% | 79,63 % | 80,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 155 CHF | 202 155 CHF | 99,98% | 99,98% |
15/11/2024 | 1,00% | 79,84 % | 80,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 886 CHF | 201 886 CHF | 99,99% | 99,99% |
14/11/2024 | 1,00% | 79,51 % | 80,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 714 CHF | 198 692 CHF | 99,94% | 99,94% |
13/11/2024 | 1,00% | 77,38 % | 78,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 353 CHF | 197 317 CHF | 99,99% | 99,99% |
12/11/2024 | 0,98% | 79,34 % | 80,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 091 CHF | 205 091 CHF | 99,99% | 99,99% |
11/11/2024 | 0,98% | 81,41 % | 82,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 396 CHF | 204 396 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 80,90 % | 81,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 778 CHF | 204 778 CHF | 99,93% | 99,93% |
07/11/2024 | 0,96% | 83,76 % | 84,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 780 CHF | 208 780 CHF | 99,93% | 99,93% |