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% | 78,20 % | 78,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 433 CHF | 199 417 CHF | 99,90% | 99,90% |
19/11/2024 | 1,00% | 78,78 % | 79,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 401 CHF | 199 381 CHF | 99,83% | 99,83% |
18/11/2024 | 0,99% | 80,83 % | 81,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 946 CHF | 203 946 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 80,67 % | 81,47 % | 250 000 | 248 000 | 250 000 | 248 014 | 203 506 CHF | 203 873 CHF | 96,13% | 96,13% |
14/11/2024 | 0,96% | 84,08 % | 84,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 142 CHF | 210 142 CHF | 99,88% | 99,88% |
13/11/2024 | 0,96% | 83,00 % | 83,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 135 CHF | 210 135 CHF | 99,94% | 99,94% |
12/11/2024 | 0,95% | 83,21 % | 84,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 532 CHF | 211 532 CHF | 99,94% | 99,94% |
11/11/2024 | 0,93% | 85,34 % | 86,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 007 CHF | 216 007 CHF | 99,99% | 99,99% |
08/11/2024 | 0,93% | 84,51 % | 85,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 044 CHF | 215 044 CHF | 99,96% | 99,96% |
07/11/2024 | 0,92% | 85,90 % | 86,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 061 CHF | 218 061 CHF | 99,94% | 99,94% |