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% | 81,51 % | 82,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 230 CHF | 206 230 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 82,27 % | 83,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 748 CHF | 207 748 CHF | 99,77% | 99,77% |
18/11/2024 | 0,95% | 83,87 % | 84,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 516 CHF | 212 516 CHF | 99,98% | 99,98% |
15/11/2024 | 0,95% | 84,02 % | 84,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 150 CHF | 211 150 CHF | 99,94% | 99,94% |
14/11/2024 | 0,97% | 82,91 % | 83,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 221 CHF | 207 221 CHF | 99,97% | 99,97% |
13/11/2024 | 0,99% | 81,03 % | 81,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 568 CHF | 203 568 CHF | 99,99% | 99,99% |
12/11/2024 | 0,99% | 79,90 % | 80,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 366 CHF | 203 366 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 82,54 % | 83,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 363 CHF | 208 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 81,77 % | 82,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 624 CHF | 209 624 CHF | 99,91% | 99,91% |
07/11/2024 | 0,91% | 87,34 % | 88,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 811 CHF | 219 811 CHF | 100,00% | 100,00% |