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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,00% | 79,31 % | 80,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 782 CHF | 198 761 CHF | 99,80% | 99,80% |
20/11/2024 | 0,99% | 79,66 % | 80,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 423 CHF | 203 422 CHF | 99,80% | 99,80% |
19/11/2024 | 0,99% | 79,86 % | 80,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 602 CHF | 203 601 CHF | 97,49% | 97,49% |
18/11/2024 | 0,93% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 987 CHF | 214 987 CHF | 97,53% | 97,53% |
15/11/2024 | 0,94% | 83,20 % | 84,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 986 CHF | 213 986 CHF | 99,89% | 99,89% |
14/11/2024 | 0,92% | 87,10 % | 87,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 452 CHF | 217 452 CHF | 99,91% | 99,91% |
13/11/2024 | 0,95% | 83,97 % | 84,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 537 CHF | 212 537 CHF | 99,71% | 99,71% |
12/11/2024 | 0,93% | 84,71 % | 85,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 283 CHF | 216 283 CHF | 99,92% | 99,92% |
11/11/2024 | 0,90% | 88,03 % | 88,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 180 CHF | 224 180 CHF | 99,98% | 99,98% |
08/11/2024 | 0,90% | 87,95 % | 88,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 297 CHF | 223 297 CHF | 99,58% | 99,58% |