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% | 79,98 % | 80,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 208 CHF | 204 208 CHF | 99,96% | 99,96% |
19/11/2024 | 0,99% | 80,61 % | 81,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 461 CHF | 202 461 CHF | 99,94% | 99,94% |
18/11/2024 | 0,98% | 81,10 % | 81,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 570 CHF | 205 570 CHF | 98,67% | 98,67% |
15/11/2024 | 0,98% | 80,74 % | 81,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 294 CHF | 204 294 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 80,29 % | 81,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 309 CHF | 198 281 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 76,45 % | 77,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 643 CHF | 195 587 CHF | 99,73% | 99,73% |
12/11/2024 | 0,98% | 79,57 % | 80,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 196 CHF | 205 196 CHF | 99,99% | 99,99% |
11/11/2024 | 0,99% | 81,26 % | 82,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 269 CHF | 203 266 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 79,26 % | 80,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 218 CHF | 201 215 CHF | 99,39% | 99,39% |
07/11/2024 | 0,95% | 83,72 % | 84,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 506 CHF | 211 506 CHF | 99,20% | 99,20% |