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 | 0,92% | 85,08 % | 85,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 531 CHF | 217 531 CHF | 99,86% | 99,86% |
19/11/2024 | 0,94% | 85,55 % | 86,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 090 CHF | 214 090 CHF | 98,42% | 98,42% |
18/11/2024 | 0,93% | 85,73 % | 86,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 061 CHF | 217 061 CHF | 98,70% | 98,70% |
15/11/2024 | 0,94% | 84,58 % | 85,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 233 CHF | 214 233 CHF | 98,66% | 98,66% |
14/11/2024 | 0,99% | 83,58 % | 84,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 205 CHF | 202 189 CHF | 99,94% | 99,94% |
13/11/2024 | 1,00% | 76,24 % | 77,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 608 CHF | 196 557 CHF | 93,58% | 93,58% |
12/11/2024 | 0,94% | 81,18 % | 81,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 347 CHF | 213 347 CHF | 99,99% | 99,99% |
11/11/2024 | 0,96% | 84,03 % | 84,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 284 CHF | 209 283 CHF | 95,45% | 95,45% |
08/11/2024 | 0,98% | 81,00 % | 81,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 543 CHF | 205 543 CHF | 99,79% | 99,79% |
07/11/2024 | 0,91% | 87,82 % | 88,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 713 CHF | 221 713 CHF | 96,84% | 96,84% |