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% | 86,95 % | 87,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 394 CHF | 214 394 CHF | 99,89% | 99,89% |
19/11/2024 | 0,91% | 86,52 % | 87,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 230 CHF | 220 230 CHF | 90,98% | 90,98% |
18/11/2024 | 0,95% | 83,62 % | 84,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 426 CHF | 211 426 CHF | 99,91% | 99,91% |
15/11/2024 | 0,96% | 83,36 % | 84,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 168 CHF | 209 168 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 82,32 % | 83,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 993 CHF | 208 993 CHF | 99,91% | 99,91% |
13/11/2024 | 0,92% | 87,12 % | 87,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 325 CHF | 218 325 CHF | 99,69% | 99,69% |
12/11/2024 | 0,96% | 86,16 % | 86,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 476 CHF | 208 476 CHF | 99,92% | 99,92% |
11/11/2024 | 1,00% | 79,55 % | 80,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 495 CHF | 200 489 CHF | 99,99% | 99,99% |
08/11/2024 | 0,96% | 83,32 % | 84,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 172 CHF | 209 172 CHF | 99,69% | 99,69% |
07/11/2024 | 0,98% | 80,59 % | 81,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 131 CHF | 206 131 CHF | 99,85% | 99,85% |