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% | 52,22 % | 52,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 138 942 CHF | 140 338 CHF | 97,39% | 97,39% |
19/11/2024 | 1,00% | 59,10 % | 59,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 146 192 CHF | 147 662 CHF | 99,86% | 99,86% |
18/11/2024 | 1,00% | 58,02 % | 58,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 906 CHF | 147 372 CHF | 76,93% | 76,93% |
15/11/2024 | 1,00% | 63,88 % | 64,52 % | 250 000 | 248 000 | 250 000 | 248 077 | 167 604 CHF | 167 987 CHF | 85,23% | 85,23% |
14/11/2024 | 1,00% | 72,40 % | 73,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 078 CHF | 181 889 CHF | 98,53% | 98,53% |
13/11/2024 | 1,00% | 66,83 % | 67,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 166 706 CHF | 168 381 CHF | 87,37% | 87,37% |
12/11/2024 | 1,00% | 69,01 % | 69,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 195 CHF | 193 113 CHF | 80,49% | 80,49% |
11/11/2024 | 0,99% | 80,98 % | 81,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 995 CHF | 200 980 CHF | 89,92% | 89,92% |
08/11/2024 | 0,97% | 85,74 % | 86,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 402 CHF | 206 393 CHF | 82,20% | 82,20% |
07/11/2024 | 0,97% | 78,16 % | 78,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 603 CHF | 204 581 CHF | 50,37% | 50,37% |