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% | 81,31 % | 82,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 131 CHF | 206 131 CHF | 99,97% | 99,97% |
19/11/2024 | 0,98% | 81,23 % | 82,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 094 CHF | 205 094 CHF | 99,72% | 99,72% |
18/11/2024 | 0,98% | 81,71 % | 82,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 081 CHF | 206 081 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 81,63 % | 82,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 912 CHF | 206 912 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 82,37 % | 83,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 269 CHF | 207 269 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 81,87 % | 82,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 699 CHF | 206 699 CHF | 99,93% | 99,93% |
12/11/2024 | 0,96% | 82,36 % | 83,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 225 CHF | 209 225 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 83,21 % | 84,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 132 CHF | 210 132 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 82,53 % | 83,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 700 CHF | 208 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 83,04 % | 83,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 654 CHF | 209 654 CHF | 99,98% | 99,98% |