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% | 85,93 % | 86,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 760 CHF | 215 760 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 81,89 % | 82,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 765 CHF | 205 765 CHF | 99,91% | 99,91% |
18/11/2024 | 0,98% | 81,12 % | 81,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 520 CHF | 205 520 CHF | 99,98% | 99,98% |
15/11/2024 | 0,95% | 81,69 % | 82,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 287 CHF | 212 287 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 86,38 % | 87,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 370 CHF | 219 370 CHF | 99,99% | 99,99% |
13/11/2024 | 0,90% | 89,53 % | 90,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 124 CHF | 224 124 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 91,48 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 223 CHF | 230 223 CHF | 97,27% | 97,27% |
11/11/2024 | 0,93% | 85,76 % | 86,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 846 CHF | 216 846 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 82,16 % | 82,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 221 CHF | 211 221 CHF | 99,98% | 99,98% |
07/11/2024 | 0,88% | 89,67 % | 90,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 517 CHF | 228 517 CHF | 100,00% | 100,00% |