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% | 82,30 % | 83,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 554 CHF | 209 554 CHF | 99,88% | 99,88% |
19/11/2024 | 0,96% | 82,34 % | 83,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 638 CHF | 209 638 CHF | 97,54% | 97,54% |
18/11/2024 | 0,92% | 87,30 % | 88,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 299 CHF | 219 299 CHF | 97,45% | 97,45% |
15/11/2024 | 0,92% | 85,12 % | 85,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 271 CHF | 218 271 CHF | 99,97% | 99,97% |
14/11/2024 | 0,91% | 88,61 % | 89,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 760 CHF | 221 760 CHF | 99,93% | 99,93% |
13/11/2024 | 0,92% | 85,95 % | 86,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 514 CHF | 217 514 CHF | 99,75% | 99,75% |
12/11/2024 | 0,91% | 86,67 % | 87,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 728 CHF | 220 728 CHF | 99,96% | 99,96% |
11/11/2024 | 0,88% | 89,31 % | 90,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 074 CHF | 227 074 CHF | 99,99% | 99,99% |
08/11/2024 | 0,89% | 89,20 % | 90,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 209 CHF | 226 209 CHF | 99,84% | 99,84% |
07/11/2024 | 0,88% | 90,05 % | 90,85 % | 200 000 | 250 000 | 200 104 | 250 000 | 181 273 CHF | 228 474 CHF | 99,94% | 99,94% |