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 | 0,93% | 85,94 % | 86,74 % | 150 000 | 250 000 | 221 005 | 250 000 | 189 016 CHF | 215 799 CHF | 99,98% | 99,98% |
19/11/2024 | 0,95% | 82,28 % | 83,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 363 CHF | 211 363 CHF | 99,06% | 99,06% |
18/11/2024 | 0,95% | 85,06 % | 85,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 869 CHF | 211 869 CHF | 99,98% | 99,98% |
15/11/2024 | 0,94% | 84,29 % | 85,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 504 CHF | 214 504 CHF | 99,99% | 99,99% |
14/11/2024 | 0,89% | 86,98 % | 87,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 982 CHF | 224 982 CHF | 99,74% | 99,74% |
13/11/2024 | 0,88% | 89,76 % | 90,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 498 CHF | 228 498 CHF | 99,97% | 99,97% |
12/11/2024 | 0,88% | 92,23 % | 93,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 624 CHF | 228 624 CHF | 99,90% | 99,90% |
11/11/2024 | 0,88% | 91,50 % | 92,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 311 CHF | 228 311 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 89,13 % | 89,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 060 CHF | 224 060 CHF | 99,99% | 99,99% |
07/11/2024 | 0,90% | 88,45 % | 89,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 557 CHF | 223 557 CHF | 99,94% | 99,94% |