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% | 77,51 % | 78,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 847 CHF | 195 794 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 76,32 % | 77,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 204 CHF | 192 112 CHF | 99,94% | 99,94% |
18/11/2024 | 1,00% | 77,06 % | 77,83 % | 200 000 | 250 000 | 248 456 | 250 000 | 189 848 CHF | 192 957 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 76,26 % | 77,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 246 CHF | 196 199 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 79,40 % | 80,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 407 CHF | 200 401 CHF | 99,92% | 99,92% |
13/11/2024 | 0,96% | 82,71 % | 83,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 245 CHF | 210 245 CHF | 99,89% | 99,89% |
12/11/2024 | 0,95% | 83,51 % | 84,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 214 CHF | 212 214 CHF | 95,26% | 95,26% |
11/11/2024 | 0,93% | 85,84 % | 86,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 045 CHF | 217 045 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 85,11 % | 85,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 165 CHF | 216 165 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 86,03 % | 86,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 225 CHF | 219 225 CHF | 99,61% | 99,61% |