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 | 0,98% | 80,59 % | 81,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 157 CHF | 204 157 CHF | 99,94% | 99,94% |
19/11/2024 | 0,99% | 80,44 % | 81,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 598 CHF | 201 591 CHF | 99,98% | 99,98% |
18/11/2024 | 0,97% | 82,73 % | 83,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 651 CHF | 206 651 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 83,63 % | 84,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 533 CHF | 212 533 CHF | 99,99% | 99,99% |
14/11/2024 | 0,95% | 84,95 % | 85,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 979 CHF | 211 979 CHF | 99,10% | 99,10% |
13/11/2024 | 0,87% | 91,25 % | 92,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 332 CHF | 231 332 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,10 % | 92,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 897 CHF | 233 897 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,95 % | 94,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 389 CHF | 237 389 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 94,04 % | 94,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 734 CHF | 236 734 CHF | 99,88% | 99,88% |
07/11/2024 | 0,82% | 96,65 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 192 CHF | 244 192 CHF | 100,00% | 100,00% |