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 | 0,75% | 99,36 % | 100,11 % | 200 000 | 195 000 | 200 000 | 196 049 | 198 846 CHF | 196 386 CHF | 99,97% | 99,97% |
19/11/2024 | 0,76% | 98,77 % | 99,52 % | 200 000 | 200 000 | 200 000 | 200 000 | 196 968 CHF | 198 464 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 99,11 % | 99,86 % | 200 000 | 200 000 | 200 000 | 196 678 | 198 776 CHF | 196 944 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 99,81 % | 100,56 % | 200 000 | 195 000 | 200 000 | 198 888 | 198 193 CHF | 198 577 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 99,10 % | 99,85 % | 200 000 | 190 000 | 200 000 | 193 312 | 198 241 CHF | 193 063 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 99,15 % | 99,90 % | 200 000 | 200 000 | 200 000 | 199 023 | 198 194 CHF | 198 717 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 99,41 % | 100,16 % | 200 000 | 195 000 | 200 000 | 195 000 | 199 010 CHF | 195 497 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 99,87 % | 100,62 % | 200 000 | 195 000 | 198 515 | 195 000 | 198 512 CHF | 196 466 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 100,28 % | 101,03 % | 195 000 | 195 000 | 195 035 | 195 000 | 195 467 CHF | 196 895 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 100,33 % | 101,08 % | 195 000 | 195 000 | 195 000 | 195 000 | 196 335 CHF | 197 804 CHF | 100,00% | 100,00% |