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 | 1,24% | 79,80 % | 80,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 835 CHF | 202 335 CHF | 98,59% | 98,59% |
19/11/2024 | 1,01% | 79,40 % | 80,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 952 CHF | 199 952 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 79,60 % | 80,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 161 CHF | 200 161 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 79,10 % | 79,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 680 CHF | 201 680 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 80,80 % | 81,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 928 CHF | 203 928 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 80,90 % | 81,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 291 CHF | 205 291 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 81,50 % | 82,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 360 CHF | 206 360 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 82,70 % | 83,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 047 CHF | 209 047 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 82,20 % | 83,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 566 CHF | 208 566 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 83,00 % | 83,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 850 CHF | 210 850 CHF | 100,00% | 100,00% |