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% | 74,09 % | 74,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 714 CHF | 189 604 CHF | 99,89% | 99,89% |
19/11/2024 | 1,00% | 75,02 % | 75,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 002 CHF | 187 872 CHF | 99,96% | 99,96% |
18/11/2024 | 1,00% | 76,61 % | 77,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 189 674 CHF | 191 581 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 77,91 % | 78,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 108 CHF | 199 087 CHF | 99,98% | 99,98% |
14/11/2024 | 1,00% | 80,23 % | 81,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 442 CHF | 200 435 CHF | 99,07% | 99,07% |
13/11/2024 | 0,97% | 82,08 % | 82,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 224 CHF | 208 224 CHF | 99,89% | 99,89% |
12/11/2024 | 0,94% | 83,49 % | 84,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 117 CHF | 213 117 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 85,40 % | 86,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 188 CHF | 216 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 84,87 % | 85,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 586 CHF | 213 586 CHF | 99,96% | 99,96% |
07/11/2024 | 0,93% | 85,88 % | 86,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 749 CHF | 216 749 CHF | 99,98% | 99,98% |