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 | 0,98% | 78,64 % | 79,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 864 CHF | 203 860 CHF | 78,31% | 78,31% |
19/11/2024 | 1,00% | 77,57 % | 78,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 189 722 CHF | 191 623 CHF | 62,92% | 62,92% |
18/11/2024 | 0,96% | 86,09 % | 86,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 379 CHF | 208 379 CHF | 98,12% | 98,12% |
15/11/2024 | 0,89% | 87,42 % | 88,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 512 CHF | 224 512 CHF | 67,41% | 67,41% |
14/11/2024 | 0,92% | 89,12 % | 89,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 918 CHF | 218 918 CHF | 70,13% | 70,13% |
13/11/2024 | 0,81% | 98,41 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 668 CHF | 248 668 CHF | 99,99% | 99,99% |
12/11/2024 | 0,81% | 98,61 % | 99,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 284 CHF | 249 284 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,36 % | 100,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 747 CHF | 250 747 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,49 % | 100,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 631 CHF | 249 631 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 402 CHF | 252 412 CHF | 100,00% | 100,00% |