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% | 72,24 % | 72,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 905 CHF | 181 715 CHF | 99,96% | 99,96% |
19/11/2024 | 1,00% | 71,87 % | 72,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 181 738 CHF | 183 563 CHF | 99,76% | 99,76% |
18/11/2024 | 1,00% | 73,08 % | 73,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 608 CHF | 185 453 CHF | 99,99% | 99,99% |
15/11/2024 | 1,00% | 76,41 % | 77,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 624 CHF | 196 582 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 75,82 % | 76,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 387 CHF | 194 316 CHF | 99,93% | 99,93% |
13/11/2024 | 1,00% | 76,21 % | 76,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 509 CHF | 195 455 CHF | 99,93% | 99,93% |
12/11/2024 | 0,99% | 78,23 % | 79,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 861 CHF | 201 857 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 78,97 % | 79,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 252 CHF | 202 248 CHF | 99,99% | 99,99% |
08/11/2024 | 0,99% | 80,27 % | 81,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 899 CHF | 203 899 CHF | 99,99% | 99,99% |
07/11/2024 | 1,00% | 80,70 % | 81,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 085 CHF | 194 012 CHF | 98,94% | 98,94% |