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% | 78,82 % | 79,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 916 CHF | 198 895 CHF | 99,98% | 99,98% |
19/11/2024 | 1,00% | 77,89 % | 78,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 137 CHF | 196 089 CHF | 99,80% | 99,80% |
18/11/2024 | 1,00% | 78,53 % | 79,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 884 CHF | 196 843 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 78,00 % | 78,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 057 CHF | 200 047 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 80,70 % | 81,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 945 CHF | 203 945 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 81,31 % | 82,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 403 CHF | 206 403 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 82,03 % | 82,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 495 CHF | 208 495 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 83,88 % | 84,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 193 CHF | 212 193 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 83,32 % | 84,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 718 CHF | 211 718 CHF | 99,93% | 99,93% |
07/11/2024 | 0,93% | 84,36 % | 85,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 948 CHF | 214 948 CHF | 99,57% | 99,57% |