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 | 0,96% | 81,42 % | 82,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 684 CHF | 208 684 CHF | 99,73% | 99,73% |
19/11/2024 | 0,97% | 82,12 % | 82,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 183 CHF | 208 183 CHF | 99,70% | 99,70% |
18/11/2024 | 0,97% | 83,04 % | 83,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 404 CHF | 206 404 CHF | 99,98% | 99,98% |
15/11/2024 | 0,96% | 82,16 % | 82,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 116 CHF | 210 116 CHF | 99,98% | 99,98% |
14/11/2024 | 0,94% | 84,78 % | 85,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 248 CHF | 214 248 CHF | 99,99% | 99,99% |
13/11/2024 | 0,95% | 83,49 % | 84,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 872 CHF | 211 872 CHF | 99,63% | 99,63% |
12/11/2024 | 0,93% | 84,74 % | 85,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 795 CHF | 215 795 CHF | 99,97% | 99,97% |
11/11/2024 | 0,93% | 85,53 % | 86,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 333 CHF | 216 333 CHF | 99,99% | 99,99% |
08/11/2024 | 0,93% | 85,23 % | 86,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 467 CHF | 215 467 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 85,02 % | 85,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 902 CHF | 212 902 CHF | 99,93% | 99,93% |