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 | 1,01% | 78,40 % | 79,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 332 CHF | 199 332 CHF | 97,94% | 97,94% |
19/11/2024 | 1,01% | 78,70 % | 79,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 933 CHF | 198 933 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 79,40 % | 80,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 821 CHF | 199 821 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 80,00 % | 80,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 810 CHF | 204 810 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 82,00 % | 82,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 598 CHF | 206 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 81,90 % | 82,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 784 CHF | 208 784 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 83,30 % | 84,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 981 CHF | 210 981 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 84,80 % | 85,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 690 CHF | 213 690 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 84,20 % | 85,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 998 CHF | 212 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 84,70 % | 85,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 991 CHF | 214 991 CHF | 99,23% | 99,23% |