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% | 84,20 % | 85,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 124 CHF | 214 124 CHF | 99,91% | 99,91% |
19/11/2024 | 0,95% | 84,59 % | 85,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 497 CHF | 212 497 CHF | 99,70% | 99,70% |
18/11/2024 | 0,94% | 84,70 % | 85,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 655 CHF | 214 655 CHF | 99,99% | 99,99% |
15/11/2024 | 0,94% | 84,25 % | 85,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 189 CHF | 213 189 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 83,90 % | 84,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 645 CHF | 207 645 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 80,36 % | 81,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 029 CHF | 205 028 CHF | 99,85% | 99,85% |
12/11/2024 | 0,94% | 83,11 % | 83,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 225 CHF | 214 225 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 84,83 % | 85,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 433 CHF | 212 433 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 83,04 % | 83,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 417 CHF | 210 417 CHF | 99,77% | 99,77% |
07/11/2024 | 0,91% | 87,10 % | 87,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 883 CHF | 219 883 CHF | 96,86% | 96,86% |