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 | 1,00% | 77,97 % | 78,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 971 CHF | 199 958 CHF | 99,93% | 99,93% |
19/11/2024 | 1,00% | 78,92 % | 79,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 875 CHF | 199 860 CHF | 98,67% | 98,67% |
18/11/2024 | 0,98% | 81,36 % | 82,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 703 CHF | 204 703 CHF | 99,97% | 99,97% |
15/11/2024 | 0,97% | 81,00 % | 81,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 292 CHF | 206 292 CHF | 93,22% | 93,22% |
14/11/2024 | 0,96% | 84,16 % | 84,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 796 CHF | 209 796 CHF | 99,99% | 99,99% |
13/11/2024 | 0,97% | 82,35 % | 83,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 178 CHF | 208 178 CHF | 99,79% | 99,79% |
12/11/2024 | 0,96% | 82,08 % | 82,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 833 CHF | 209 833 CHF | 99,99% | 99,99% |
11/11/2024 | 0,93% | 85,44 % | 86,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 244 CHF | 216 244 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 84,05 % | 84,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 091 CHF | 214 091 CHF | 99,85% | 99,85% |
07/11/2024 | 0,92% | 86,05 % | 86,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 572 CHF | 218 572 CHF | 99,88% | 99,88% |