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 | 0,96% | 82,54 % | 83,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 935 CHF | 208 935 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 82,11 % | 82,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 193 CHF | 206 193 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 82,60 % | 83,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 885 CHF | 207 885 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 82,68 % | 83,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 823 CHF | 207 823 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 81,57 % | 82,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 959 CHF | 203 959 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 79,81 % | 80,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 290 CHF | 201 290 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 80,20 % | 81,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 662 CHF | 202 662 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 81,50 % | 82,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 053 CHF | 208 053 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 81,17 % | 81,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 665 CHF | 200 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 82,07 % | 82,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 734 CHF | 205 734 CHF | 99,92% | 99,92% |