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% | 86,13 % | 86,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 983 CHF | 216 983 CHF | 99,99% | 99,99% |
19/11/2024 | 0,96% | 82,90 % | 83,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 437 CHF | 208 437 CHF | 99,66% | 99,66% |
18/11/2024 | 0,97% | 82,30 % | 83,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 110 CHF | 208 110 CHF | 99,98% | 99,98% |
15/11/2024 | 0,93% | 83,05 % | 83,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 314 CHF | 215 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 91,30 % | 92,10 % | 250 000 | 230 000 | 250 000 | 243 158 | 229 733 CHF | 225 411 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 614 CHF | 235 614 CHF | 99,97% | 99,97% |
12/11/2024 | 0,83% | 96,02 % | 96,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 483 CHF | 241 483 CHF | 98,64% | 98,64% |
11/11/2024 | 0,88% | 90,80 % | 91,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 349 CHF | 229 349 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,36 % | 88,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 798 CHF | 223 798 CHF | 99,98% | 99,98% |
07/11/2024 | 0,87% | 91,11 % | 91,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 039 CHF | 232 039 CHF | 100,00% | 100,00% |