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 | 0,61% | 81,44 % | 81,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 290 CHF | 206 540 CHF | 98,15% | 98,15% |
19/11/2024 | 0,61% | 82,20 % | 82,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 848 CHF | 207 098 CHF | 89,38% | 89,38% |
18/11/2024 | 0,60% | 83,19 % | 83,69 % | 250 000 | 250 000 | 250 000 | 249 902 | 207 535 CHF | 208 704 CHF | 99,66% | 99,66% |
15/11/2024 | 0,58% | 83,85 % | 84,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 504 CHF | 214 754 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 86,30 % | 86,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 074 CHF | 216 324 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 85,41 % | 85,91 % | 250 000 | 250 000 | 250 000 | 249 999 | 213 483 CHF | 214 732 CHF | 19,22% | 19,22% |
12/11/2024 | 0,57% | 86,81 % | 87,31 % | 250 000 | 250 000 | 250 000 | 249 855 | 217 868 CHF | 218 991 CHF | 98,70% | 98,70% |
11/11/2024 | 0,57% | 87,85 % | 88,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 371 CHF | 220 621 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 87,62 % | 88,12 % | 250 000 | 250 000 | 250 000 | 249 988 | 218 760 CHF | 220 000 CHF | 99,84% | 99,84% |
07/11/2024 | 0,57% | 87,74 % | 88,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 415 CHF | 220 665 CHF | 100,00% | 100,00% |