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% | 67,51 % | 68,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 576 CHF | 171 279 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 67,32 % | 68,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 944 CHF | 170 642 CHF | 99,78% | 99,78% |
18/11/2024 | 1,00% | 71,79 % | 72,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 978 CHF | 181 787 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 72,90 % | 73,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 605 CHF | 185 449 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 75,53 % | 76,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 875 CHF | 193 804 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 77,15 % | 77,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 625 CHF | 197 592 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 79,31 % | 80,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 705 CHF | 205 705 CHF | 99,95% | 99,95% |
11/11/2024 | 0,97% | 82,62 % | 83,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 440 CHF | 206 437 CHF | 59,48% | 59,48% |
08/11/2024 | 1,00% | 79,52 % | 80,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 506 CHF | 195 452 CHF | 98,79% | 98,79% |
07/11/2024 | 1,00% | 74,89 % | 75,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 886 CHF | 187 753 CHF | 99,99% | 99,99% |