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 | 0,98% | 80,69 % | 81,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 519 CHF | 205 519 CHF | 99,88% | 99,88% |
19/11/2024 | 0,98% | 81,60 % | 82,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 766 CHF | 204 766 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 82,37 % | 83,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 107 CHF | 209 107 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,19 % | 84,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 040 CHF | 213 040 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 84,47 % | 85,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 456 CHF | 209 456 CHF | 99,98% | 99,98% |
13/11/2024 | 0,97% | 81,97 % | 82,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 601 CHF | 207 601 CHF | 99,98% | 99,98% |
12/11/2024 | 0,96% | 82,06 % | 82,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 942 CHF | 209 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 85,62 % | 86,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 266 CHF | 219 266 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 86,10 % | 86,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 806 CHF | 219 806 CHF | 99,97% | 99,97% |
07/11/2024 | 0,86% | 91,26 % | 92,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 888 CHF | 232 888 CHF | 100,00% | 100,00% |