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 | 1,50% | 84,94 % | 87,53 % | 70 000 | 100 000 | 201 323 | 207 042 | 176 186 CHF | 183 212 CHF | 74,06% | 74,22% |
19/11/2024 | 0,89% | 87,89 % | 88,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 620 CHF | 224 620 CHF | 99,82% | 99,82% |
18/11/2024 | 0,91% | 89,00 % | 89,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 752 CHF | 221 752 CHF | 99,95% | 99,95% |
15/11/2024 | 0,92% | 85,84 % | 86,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 404 CHF | 218 404 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 86,85 % | 87,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 261 CHF | 223 261 CHF | 99,90% | 99,90% |
13/11/2024 | 0,88% | 90,18 % | 90,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 990 CHF | 228 990 CHF | 99,86% | 99,86% |
12/11/2024 | 0,88% | 90,14 % | 90,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 907 CHF | 227 907 CHF | 20,96% | 20,96% |
11/11/2024 | 0,85% | 93,22 % | 94,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 050 CHF | 237 050 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 93,45 % | 94,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 010 CHF | 238 010 CHF | 37,89% | 37,89% |
07/11/2024 | 0,85% | 95,07 % | 95,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 496 CHF | 237 496 CHF | 99,95% | 99,95% |