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 | 0,94% | 84,15 % | 84,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 491 CHF | 213 491 CHF | 99,97% | 99,97% |
19/11/2024 | 0,96% | 83,74 % | 84,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 515 CHF | 209 515 CHF | 99,85% | 99,85% |
18/11/2024 | 0,93% | 87,12 % | 87,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 899 CHF | 216 899 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 87,87 % | 88,67 % | 235 000 | 250 000 | 244 175 | 250 000 | 215 303 CHF | 222 448 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 88,79 % | 89,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 311 CHF | 220 311 CHF | 90,78% | 90,78% |
13/11/2024 | 0,85% | 92,94 % | 93,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 088 CHF | 235 088 CHF | 99,84% | 99,84% |
12/11/2024 | 0,85% | 93,33 % | 94,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 366 CHF | 237 366 CHF | 99,98% | 99,98% |
11/11/2024 | 0,83% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 782 CHF | 240 782 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,32 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 278 CHF | 240 278 CHF | 99,89% | 99,89% |
07/11/2024 | 0,82% | 96,90 % | 97,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 947 CHF | 244 947 CHF | 100,00% | 100,00% |