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 | 0,99% | 80,08 % | 80,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 364 CHF | 203 364 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 80,86 % | 81,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 640 CHF | 201 638 CHF | 99,54% | 99,54% |
18/11/2024 | 0,96% | 83,37 % | 84,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 681 CHF | 209 681 CHF | 99,94% | 99,94% |
15/11/2024 | 0,95% | 83,22 % | 84,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 111 CHF | 211 111 CHF | 99,91% | 99,91% |
14/11/2024 | 0,96% | 84,02 % | 84,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 122 CHF | 210 122 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 80,56 % | 81,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 270 CHF | 204 270 CHF | 99,64% | 99,64% |
12/11/2024 | 0,96% | 81,72 % | 82,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 628 CHF | 208 628 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 83,97 % | 84,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 674 CHF | 209 674 CHF | 99,98% | 99,98% |
08/11/2024 | 0,97% | 81,69 % | 82,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 498 CHF | 207 498 CHF | 99,77% | 99,77% |
07/11/2024 | 0,93% | 86,18 % | 86,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 219 CHF | 217 219 CHF | 99,94% | 99,94% |