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 | 1,12% | 88,41 % | 89,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 797 CHF | 224 297 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 88,61 % | 89,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 033 CHF | 224 533 CHF | 99,74% | 99,74% |
18/11/2024 | 1,12% | 89,48 % | 90,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 827 CHF | 225 327 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 88,86 % | 89,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 922 CHF | 224 422 CHF | 99,98% | 99,98% |
14/11/2024 | 1,13% | 88,16 % | 89,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 847 CHF | 222 347 CHF | 99,99% | 99,99% |
13/11/2024 | 1,16% | 86,15 % | 87,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 153 CHF | 217 653 CHF | 99,67% | 99,67% |
12/11/2024 | 1,15% | 85,84 % | 86,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 717 CHF | 219 217 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 87,21 % | 88,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 881 CHF | 221 381 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 87,10 % | 88,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 864 CHF | 222 364 CHF | 99,92% | 99,92% |
07/11/2024 | 1,12% | 88,91 % | 89,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 937 CHF | 225 437 CHF | 99,94% | 99,94% |