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% | 79,24 % | 80,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 160 CHF | 203 160 CHF | 99,96% | 99,96% |
19/11/2024 | 0,99% | 80,93 % | 81,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 895 CHF | 202 895 CHF | 99,87% | 99,87% |
18/11/2024 | 0,99% | 81,22 % | 82,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 535 CHF | 203 535 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 81,90 % | 82,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 807 CHF | 208 807 CHF | 99,98% | 99,98% |
14/11/2024 | 0,96% | 83,48 % | 84,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 570 CHF | 209 570 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 81,93 % | 82,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 314 CHF | 207 314 CHF | 99,91% | 99,91% |
12/11/2024 | 0,95% | 82,93 % | 83,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 000 CHF | 211 000 CHF | 99,91% | 99,91% |
11/11/2024 | 0,93% | 84,66 % | 85,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 174 CHF | 215 174 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 83,96 % | 84,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 454 CHF | 209 454 CHF | 99,94% | 99,94% |
07/11/2024 | 0,95% | 84,45 % | 85,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 265 CHF | 212 265 CHF | 100,00% | 100,00% |