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 | 0,99% | 80,07 % | 80,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 891 CHF | 203 891 CHF | 99,99% | 99,99% |
19/11/2024 | 0,99% | 81,24 % | 82,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 718 CHF | 203 718 CHF | 99,80% | 99,80% |
18/11/2024 | 0,96% | 82,98 % | 83,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 649 CHF | 209 649 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 83,21 % | 84,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 845 CHF | 210 845 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 82,53 % | 83,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 865 CHF | 206 865 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 82,04 % | 82,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 787 CHF | 207 787 CHF | 99,92% | 99,92% |
12/11/2024 | 0,95% | 83,23 % | 84,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 031 CHF | 211 031 CHF | 20,81% | 20,81% |
11/11/2024 | 0,91% | 87,39 % | 88,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 307 CHF | 221 307 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 86,67 % | 87,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 972 CHF | 219 972 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 89,07 % | 89,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 631 CHF | 224 631 CHF | 99,91% | 99,91% |