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 | 0,95% | 83,61 % | 84,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 855 CHF | 211 855 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 83,03 % | 83,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 915 CHF | 208 915 CHF | 99,94% | 99,94% |
18/11/2024 | 0,96% | 83,56 % | 84,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 358 CHF | 209 358 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 82,88 % | 83,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 371 CHF | 212 371 CHF | 99,99% | 99,99% |
14/11/2024 | 0,93% | 85,49 % | 86,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 648 CHF | 215 648 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 85,28 % | 86,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 551 CHF | 216 551 CHF | 99,78% | 99,78% |
12/11/2024 | 0,92% | 86,09 % | 86,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 679 CHF | 218 679 CHF | 99,97% | 99,97% |
11/11/2024 | 0,87% | 91,34 % | 92,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 763 CHF | 230 763 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 90,77 % | 91,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 871 CHF | 229 871 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 91,33 % | 92,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 014 CHF | 232 014 CHF | 99,89% | 99,89% |