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% | 81,00 % | 81,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 155 CHF | 205 155 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 79,79 % | 80,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 355 CHF | 200 344 CHF | 99,97% | 99,97% |
18/11/2024 | 1,00% | 80,44 % | 81,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 079 CHF | 201 074 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 79,39 % | 80,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 595 CHF | 204 595 CHF | 98,66% | 98,66% |
14/11/2024 | 0,96% | 82,71 % | 83,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 699 CHF | 208 699 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 82,46 % | 83,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 004 CHF | 210 004 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 83,50 % | 84,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 351 CHF | 212 351 CHF | 95,98% | 95,98% |
11/11/2024 | 0,92% | 86,04 % | 86,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 566 CHF | 217 566 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 85,13 % | 85,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 120 CHF | 216 120 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 86,06 % | 86,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 506 CHF | 219 506 CHF | 98,85% | 98,85% |