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 | 0,99% | 80,21 % | 81,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 843 CHF | 202 843 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 79,41 % | 80,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 803 CHF | 199 788 CHF | 99,49% | 99,49% |
18/11/2024 | 1,00% | 79,76 % | 80,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 177 CHF | 200 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 79,11 % | 79,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 069 CHF | 202 068 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 81,23 % | 82,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 965 CHF | 204 965 CHF | 99,99% | 99,99% |
13/11/2024 | 0,97% | 81,56 % | 82,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 692 CHF | 206 692 CHF | 99,99% | 99,99% |
12/11/2024 | 0,96% | 82,12 % | 82,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 439 CHF | 208 439 CHF | 97,23% | 97,23% |
11/11/2024 | 0,95% | 83,71 % | 84,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 567 CHF | 211 567 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 83,03 % | 83,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 664 CHF | 210 664 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 83,92 % | 84,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 126 CHF | 214 126 CHF | 99,94% | 99,94% |