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 | 0,97% | 81,10 % | 81,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 243 CHF | 206 243 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 82,18 % | 82,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 034 CHF | 206 034 CHF | 99,89% | 99,89% |
18/11/2024 | 0,95% | 83,39 % | 84,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 704 CHF | 210 704 CHF | 99,98% | 99,98% |
15/11/2024 | 0,94% | 83,98 % | 84,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 659 CHF | 212 659 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 83,36 % | 84,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 166 CHF | 209 166 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 82,99 % | 83,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 169 CHF | 210 169 CHF | 99,85% | 99,85% |
12/11/2024 | 0,94% | 84,16 % | 84,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 434 CHF | 213 434 CHF | 20,68% | 20,68% |
11/11/2024 | 0,90% | 88,21 % | 89,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 305 CHF | 223 305 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,62 % | 88,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 407 CHF | 222 407 CHF | 99,77% | 99,77% |
07/11/2024 | 0,89% | 89,86 % | 90,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 729 CHF | 226 729 CHF | 99,99% | 99,99% |