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% | 61,45 % | 62,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 154 484 CHF | 156 034 CHF | 99,86% | 99,86% |
19/11/2024 | 1,00% | 62,96 % | 63,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 859 CHF | 161 468 CHF | 99,73% | 99,73% |
18/11/2024 | 1,00% | 63,21 % | 63,85 % | 230 000 | 250 000 | 233 586 | 250 000 | 145 148 CHF | 156 914 CHF | 99,97% | 99,97% |
15/11/2024 | 1,00% | 61,28 % | 61,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 159 326 CHF | 160 926 CHF | 98,14% | 98,14% |
14/11/2024 | 1,00% | 67,80 % | 68,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 163 CHF | 171 876 CHF | 99,90% | 99,90% |
13/11/2024 | 1,00% | 68,68 % | 69,37 % | 230 000 | 250 000 | 247 234 | 250 000 | 172 800 CHF | 176 453 CHF | 99,86% | 99,86% |
12/11/2024 | 1,00% | 69,36 % | 70,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 175 832 CHF | 177 600 CHF | 99,98% | 99,98% |
11/11/2024 | 1,00% | 71,60 % | 72,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 744 CHF | 187 608 CHF | 98,93% | 98,93% |
08/11/2024 | 1,00% | 76,09 % | 76,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 899 CHF | 198 878 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 80,61 % | 81,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 429 CHF | 205 429 CHF | 85,04% | 85,04% |