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% | 83,45 % | 84,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 295 CHF | 211 295 CHF | 99,80% | 99,80% |
19/11/2024 | 0,94% | 84,94 % | 85,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 603 CHF | 214 603 CHF | 99,38% | 99,38% |
18/11/2024 | 0,89% | 88,72 % | 89,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 351 CHF | 225 351 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 89,17 % | 89,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 004 CHF | 223 004 CHF | 98,72% | 98,72% |
14/11/2024 | 0,94% | 86,58 % | 87,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 779 CHF | 213 779 CHF | 99,95% | 99,95% |
13/11/2024 | 0,98% | 81,96 % | 82,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 313 CHF | 204 313 CHF | 99,64% | 99,64% |
12/11/2024 | 1,00% | 79,01 % | 79,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 254 CHF | 201 251 CHF | 20,76% | 20,76% |
11/11/2024 | 0,93% | 85,27 % | 86,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 194 CHF | 215 194 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 83,91 % | 84,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 867 CHF | 218 867 CHF | 99,85% | 99,85% |
07/11/2024 | 0,85% | 93,90 % | 94,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 877 CHF | 235 877 CHF | 100,00% | 100,00% |