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 | 0,94% | 83,33 % | 84,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 495 CHF | 213 495 CHF | 99,99% | 99,99% |
19/11/2024 | 0,95% | 85,27 % | 86,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 840 CHF | 210 840 CHF | 99,61% | 99,61% |
18/11/2024 | 0,93% | 85,75 % | 86,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 719 CHF | 216 719 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 86,39 % | 87,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 105 CHF | 219 105 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 85,00 % | 85,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 330 CHF | 212 330 CHF | 98,65% | 98,65% |
13/11/2024 | 0,93% | 85,22 % | 86,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 404 CHF | 216 404 CHF | 99,93% | 99,93% |
12/11/2024 | 0,90% | 87,55 % | 88,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 551 CHF | 222 551 CHF | 20,81% | 20,81% |
11/11/2024 | 0,85% | 93,64 % | 94,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 262 CHF | 237 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,55 % | 93,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 109 CHF | 235 109 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,02 % | 95,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 111 CHF | 240 111 CHF | 99,97% | 99,97% |