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 | 3,48% | 88,13 % | 91,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 212 CHF | 91 336 CHF | 100,00% | 100,00% |
19/11/2024 | 3,30% | 87,83 % | 90,94 % | 100 000 | 100 000 | 110 134 | 110 134 | 96 899 CHF | 99 929 CHF | 99,95% | 99,95% |
18/11/2024 | 0,89% | 89,24 % | 90,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 426 CHF | 225 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,42 % | 89,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 396 CHF | 223 396 CHF | 99,98% | 99,98% |
14/11/2024 | 0,90% | 88,42 % | 89,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 416 CHF | 224 416 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 89,94 % | 90,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 943 CHF | 228 943 CHF | 99,88% | 99,88% |
12/11/2024 | 0,88% | 90,59 % | 91,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 250 CHF | 228 250 CHF | 21,34% | 21,34% |
11/11/2024 | 0,86% | 92,71 % | 93,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 397 CHF | 234 397 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,57 % | 93,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 700 CHF | 236 700 CHF | 99,23% | 99,23% |
07/11/2024 | 0,84% | 95,27 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 192 CHF | 238 192 CHF | 99,98% | 99,98% |