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% | 79,58 % | 80,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 685 CHF | 204 685 CHF | 99,87% | 99,87% |
19/11/2024 | 0,98% | 81,49 % | 82,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 987 CHF | 205 987 CHF | 99,69% | 99,69% |
18/11/2024 | 0,98% | 81,44 % | 82,24 % | 250 000 | 249 000 | 250 000 | 249 766 | 203 823 CHF | 205 630 CHF | 99,98% | 99,98% |
15/11/2024 | 0,97% | 81,20 % | 82,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 028 CHF | 207 028 CHF | 99,97% | 99,97% |
14/11/2024 | 0,97% | 82,96 % | 83,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 484 CHF | 206 484 CHF | 99,94% | 99,94% |
13/11/2024 | 0,96% | 81,73 % | 82,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 564 CHF | 209 564 CHF | 99,99% | 99,99% |
12/11/2024 | 0,91% | 84,81 % | 85,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 861 CHF | 220 861 CHF | 99,70% | 99,70% |
11/11/2024 | 0,84% | 94,69 % | 95,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 833 CHF | 238 833 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,32 % | 95,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 088 CHF | 238 088 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,97 % | 95,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 714 CHF | 239 714 CHF | 99,99% | 99,99% |