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% | 84,08 % | 84,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 382 CHF | 212 382 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 83,67 % | 84,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 223 CHF | 212 223 CHF | 99,83% | 99,83% |
18/11/2024 | 0,91% | 86,98 % | 87,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 169 CHF | 220 169 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 87,72 % | 88,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 940 CHF | 221 940 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 89,39 % | 90,19 % | 250 000 | 245 000 | 250 000 | 249 670 | 225 308 CHF | 227 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 90,59 % | 91,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 034 CHF | 230 034 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 91,72 % | 92,52 % | 250 000 | 120 000 | 250 000 | 216 482 | 232 690 CHF | 203 371 CHF | 99,97% | 99,97% |
11/11/2024 | 0,86% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 445 CHF | 234 445 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 91,81 % | 92,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 865 CHF | 227 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 88,90 % | 89,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 193 CHF | 223 193 CHF | 99,99% | 99,99% |