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 | 0,94% | 84,75 % | 85,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 225 CHF | 213 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 84,00 % | 84,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 188 CHF | 211 188 CHF | 99,94% | 99,94% |
18/11/2024 | 0,95% | 84,31 % | 85,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 225 CHF | 212 225 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 84,82 % | 85,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 683 CHF | 216 683 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 86,07 % | 86,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 710 CHF | 216 710 CHF | 99,98% | 99,98% |
13/11/2024 | 0,91% | 87,13 % | 87,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 040 CHF | 221 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 88,59 % | 89,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 217 CHF | 224 217 CHF | 99,99% | 99,99% |
11/11/2024 | 0,88% | 89,89 % | 90,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 203 CHF | 228 203 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 90,26 % | 91,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 997 CHF | 229 997 CHF | 99,88% | 99,88% |
07/11/2024 | 0,85% | 92,74 % | 93,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 047 CHF | 237 047 CHF | 99,14% | 99,14% |