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 | 0,98% | 80,74 % | 81,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 132 CHF | 204 132 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 80,69 % | 81,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 665 CHF | 203 665 CHF | 99,90% | 99,90% |
18/11/2024 | 0,95% | 83,68 % | 84,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 162 CHF | 212 162 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,42 % | 85,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 971 CHF | 213 971 CHF | 99,96% | 99,96% |
14/11/2024 | 0,91% | 86,41 % | 87,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 955 CHF | 219 955 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 87,70 % | 88,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 807 CHF | 222 807 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,02 % | 89,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 166 CHF | 228 166 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 91,13 % | 91,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 571 CHF | 227 571 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 88,92 % | 89,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 253 CHF | 220 253 CHF | 99,97% | 99,97% |
07/11/2024 | 0,93% | 85,69 % | 86,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 096 CHF | 215 096 CHF | 99,99% | 99,99% |