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 | 0,96% | 82,08 % | 82,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 553 CHF | 209 553 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 83,43 % | 84,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 045 CHF | 211 045 CHF | 99,56% | 99,56% |
18/11/2024 | 0,95% | 84,34 % | 85,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 519 CHF | 212 519 CHF | 99,97% | 99,97% |
15/11/2024 | 0,94% | 84,63 % | 85,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 096 CHF | 214 096 CHF | 99,98% | 99,98% |
14/11/2024 | 0,95% | 84,55 % | 85,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 098 CHF | 211 098 CHF | 99,94% | 99,94% |
13/11/2024 | 0,95% | 82,54 % | 83,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 544 CHF | 212 544 CHF | 99,83% | 99,83% |
12/11/2024 | 0,91% | 86,01 % | 86,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 063 CHF | 220 063 CHF | 20,81% | 20,81% |
11/11/2024 | 0,87% | 92,37 % | 93,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 119 CHF | 232 119 CHF | 99,99% | 99,99% |
08/11/2024 | 0,87% | 91,23 % | 92,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 877 CHF | 230 877 CHF | 99,85% | 99,85% |
07/11/2024 | 0,85% | 93,68 % | 94,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 772 CHF | 235 772 CHF | 100,00% | 100,00% |