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 | 0,57% | 86,95 % | 87,45 % | 200 000 | 200 000 | 200 000 | 200 000 | 175 284 CHF | 176 284 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 87,72 % | 88,22 % | 200 000 | 200 000 | 200 000 | 200 000 | 174 548 CHF | 175 548 CHF | 89,37% | 89,37% |
18/11/2024 | 0,56% | 88,24 % | 88,74 % | 200 000 | 200 000 | 200 000 | 200 000 | 176 868 CHF | 177 868 CHF | 99,68% | 99,68% |
15/11/2024 | 0,56% | 89,05 % | 89,55 % | 200 000 | 200 000 | 200 000 | 200 000 | 178 528 CHF | 179 528 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 89,00 % | 89,50 % | 200 000 | 200 000 | 200 000 | 200 000 | 176 455 CHF | 177 455 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 87,62 % | 88,12 % | 200 000 | 200 000 | 200 000 | 200 000 | 175 773 CHF | 176 773 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 87,79 % | 88,29 % | 200 000 | 200 000 | 200 000 | 200 000 | 177 411 CHF | 178 411 CHF | 98,73% | 98,73% |
11/11/2024 | 0,55% | 90,48 % | 90,98 % | 200 000 | 200 000 | 200 000 | 200 000 | 182 197 CHF | 183 197 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 90,35 % | 90,85 % | 200 000 | 200 000 | 200 000 | 200 000 | 181 518 CHF | 182 518 CHF | 99,83% | 99,83% |
07/11/2024 | 0,54% | 92,85 % | 93,35 % | 200 000 | 200 000 | 200 000 | 200 000 | 186 388 CHF | 187 388 CHF | 100,00% | 100,00% |