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 | 0,95% | 82,94 % | 83,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 065 CHF | 211 065 CHF | 99,99% | 99,99% |
19/11/2024 | 0,95% | 84,15 % | 84,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 689 CHF | 210 689 CHF | 99,85% | 99,85% |
18/11/2024 | 0,93% | 85,59 % | 86,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 211 CHF | 216 211 CHF | 99,95% | 99,95% |
15/11/2024 | 0,92% | 85,90 % | 86,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 326 CHF | 217 326 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 85,20 % | 86,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 362 CHF | 213 362 CHF | 99,97% | 99,97% |
13/11/2024 | 0,93% | 85,00 % | 85,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 410 CHF | 215 410 CHF | 99,84% | 99,84% |
12/11/2024 | 0,92% | 86,29 % | 87,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 937 CHF | 218 937 CHF | 20,81% | 20,81% |
11/11/2024 | 0,87% | 90,74 % | 91,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 612 CHF | 229 612 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 89,84 % | 90,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 142 CHF | 228 142 CHF | 99,91% | 99,91% |
07/11/2024 | 0,86% | 92,25 % | 93,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 258 CHF | 232 258 CHF | 99,99% | 99,99% |