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 | 0,97% | 81,90 % | 82,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 447 CHF | 207 447 CHF | 99,95% | 99,95% |
19/11/2024 | 0,97% | 82,08 % | 82,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 730 CHF | 207 730 CHF | 99,90% | 99,90% |
18/11/2024 | 0,96% | 83,45 % | 84,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 247 CHF | 210 247 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 82,99 % | 83,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 272 CHF | 210 272 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 83,81 % | 84,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 993 CHF | 209 993 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 82,56 % | 83,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 888 CHF | 208 888 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 82,97 % | 83,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 761 CHF | 209 761 CHF | 99,98% | 99,98% |
11/11/2024 | 0,95% | 83,84 % | 84,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 193 CHF | 212 193 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 83,49 % | 84,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 825 CHF | 211 825 CHF | 99,91% | 99,91% |
07/11/2024 | 0,94% | 84,50 % | 85,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 385 CHF | 213 385 CHF | 100,00% | 100,00% |