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% | 81,73 % | 82,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 986 CHF | 207 986 CHF | 99,97% | 99,97% |
19/11/2024 | 0,97% | 82,54 % | 83,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 221 CHF | 207 221 CHF | 99,76% | 99,76% |
18/11/2024 | 0,95% | 83,28 % | 84,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 312 CHF | 211 312 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 84,97 % | 85,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 936 CHF | 214 936 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 85,19 % | 85,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 511 CHF | 211 511 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 82,85 % | 83,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 761 CHF | 209 761 CHF | 99,88% | 99,88% |
12/11/2024 | 0,95% | 82,91 % | 83,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 828 CHF | 211 828 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 86,13 % | 86,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 232 CHF | 220 232 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 86,58 % | 87,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 775 CHF | 220 775 CHF | 99,97% | 99,97% |
07/11/2024 | 0,87% | 91,12 % | 91,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 176 CHF | 232 176 CHF | 100,00% | 100,00% |