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 | 1,00% | 79,04 % | 79,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 210 CHF | 201 208 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 80,24 % | 81,04 % | 200 000 | 250 000 | 212 560 | 250 000 | 169 447 CHF | 201 189 CHF | 99,92% | 99,92% |
18/11/2024 | 0,97% | 81,76 % | 82,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 659 CHF | 206 659 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 82,10 % | 82,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 974 CHF | 207 974 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 81,42 % | 82,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 110 CHF | 204 109 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 80,96 % | 81,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 144 CHF | 205 144 CHF | 99,92% | 99,92% |
12/11/2024 | 0,96% | 82,17 % | 82,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 418 CHF | 208 418 CHF | 20,81% | 20,81% |
11/11/2024 | 0,92% | 86,55 % | 87,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 131 CHF | 219 131 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 85,90 % | 86,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 020 CHF | 218 020 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 88,25 % | 89,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 357 CHF | 222 357 CHF | 99,97% | 99,97% |