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% | 84,23 % | 85,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 613 CHF | 213 613 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 83,83 % | 84,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 516 CHF | 209 516 CHF | 99,86% | 99,86% |
18/11/2024 | 0,93% | 86,69 % | 87,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 641 CHF | 216 641 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 87,96 % | 88,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 016 CHF | 222 016 CHF | 99,99% | 99,99% |
14/11/2024 | 0,91% | 88,48 % | 89,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 632 CHF | 219 632 CHF | 97,91% | 97,91% |
13/11/2024 | 0,86% | 92,63 % | 93,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 372 CHF | 234 372 CHF | 99,93% | 99,93% |
12/11/2024 | 0,85% | 93,30 % | 94,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 538 CHF | 236 538 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 549 CHF | 239 549 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,83 % | 95,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 519 CHF | 238 519 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,20 % | 97,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 648 CHF | 242 648 CHF | 99,91% | 99,91% |