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 | 0,62% | 80,21 % | 80,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 744 CHF | 201 994 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 79,65 % | 80,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 303 CHF | 199 553 CHF | 89,36% | 89,36% |
18/11/2024 | 0,63% | 79,92 % | 80,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 788 CHF | 200 038 CHF | 99,67% | 99,67% |
15/11/2024 | 0,62% | 79,44 % | 79,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 750 CHF | 202 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 81,25 % | 81,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 184 CHF | 204 434 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 81,41 % | 81,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 529 CHF | 205 779 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 82,01 % | 82,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 506 CHF | 206 756 CHF | 98,71% | 98,71% |
11/11/2024 | 0,60% | 83,22 % | 83,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 438 CHF | 209 688 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 82,84 % | 83,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 119 CHF | 209 369 CHF | 99,83% | 99,83% |
07/11/2024 | 0,59% | 83,70 % | 84,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 724 CHF | 211 974 CHF | 100,00% | 100,00% |