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 | 0,62% | 80,60 % | 81,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 678 CHF | 202 928 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 79,96 % | 80,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 081 CHF | 200 331 CHF | 89,38% | 89,38% |
18/11/2024 | 0,62% | 80,31 % | 80,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 564 CHF | 200 814 CHF | 99,68% | 99,68% |
15/11/2024 | 0,62% | 79,70 % | 80,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 510 CHF | 202 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 81,63 % | 82,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 975 CHF | 205 225 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 81,80 % | 82,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 377 CHF | 206 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 82,37 % | 82,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 346 CHF | 207 596 CHF | 98,74% | 98,74% |
11/11/2024 | 0,60% | 83,55 % | 84,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 316 CHF | 210 566 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 83,16 % | 83,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 936 CHF | 210 186 CHF | 99,84% | 99,84% |
07/11/2024 | 0,59% | 83,96 % | 84,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 319 CHF | 212 569 CHF | 100,00% | 100,00% |