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 | 0,95% | 83,55 % | 84,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 146 CHF | 211 146 CHF | 99,99% | 99,99% |
19/11/2024 | 0,95% | 83,63 % | 84,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 929 CHF | 210 929 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 86,32 % | 87,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 526 CHF | 218 526 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 87,04 % | 87,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 183 CHF | 220 183 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 88,72 % | 89,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 627 CHF | 225 627 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 89,91 % | 90,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 266 CHF | 228 266 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 848 CHF | 232 848 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,96 % | 93,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 499 CHF | 232 499 CHF | 99,99% | 99,99% |
08/11/2024 | 0,89% | 91,00 % | 91,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 872 CHF | 225 872 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 88,23 % | 89,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 465 CHF | 221 465 CHF | 99,92% | 99,92% |