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% | 83,57 % | 84,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 614 CHF | 211 614 CHF | 99,82% | 99,82% |
19/11/2024 | 0,94% | 85,00 % | 85,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 535 CHF | 214 535 CHF | 98,19% | 98,19% |
18/11/2024 | 0,89% | 88,38 % | 89,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 645 CHF | 224 645 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,76 % | 89,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 151 CHF | 222 151 CHF | 99,98% | 99,98% |
14/11/2024 | 0,94% | 86,29 % | 87,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 441 CHF | 213 441 CHF | 99,95% | 99,95% |
13/11/2024 | 0,98% | 82,17 % | 82,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 931 CHF | 204 931 CHF | 99,62% | 99,62% |
12/11/2024 | 1,00% | 79,21 % | 80,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 494 CHF | 201 494 CHF | 20,76% | 20,76% |
11/11/2024 | 0,93% | 85,17 % | 85,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 948 CHF | 214 948 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 83,89 % | 84,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 532 CHF | 218 532 CHF | 99,76% | 99,76% |
07/11/2024 | 0,86% | 93,26 % | 94,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 441 CHF | 234 441 CHF | 99,95% | 99,95% |