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 | 1,13% | 86,55 % | 87,55 % | 200 000 | 200 000 | 200 000 | 200 000 | 175 241 CHF | 177 241 CHF | 99,85% | 99,85% |
19/11/2024 | 1,14% | 86,96 % | 87,96 % | 200 000 | 189 000 | 200 000 | 191 102 | 174 689 CHF | 168 856 CHF | 99,40% | 99,40% |
18/11/2024 | 1,12% | 89,05 % | 90,05 % | 200 000 | 200 000 | 200 000 | 200 000 | 177 063 CHF | 179 063 CHF | 99,99% | 99,99% |
15/11/2024 | 1,13% | 87,57 % | 88,57 % | 200 000 | 190 000 | 200 000 | 190 022 | 176 150 CHF | 169 262 CHF | 99,98% | 99,98% |
14/11/2024 | 1,12% | 90,83 % | 91,83 % | 200 000 | 200 000 | 200 000 | 200 000 | 178 319 CHF | 180 319 CHF | 99,97% | 99,97% |
13/11/2024 | 1,11% | 89,35 % | 90,35 % | 200 000 | 200 000 | 200 000 | 200 000 | 179 061 CHF | 181 061 CHF | 99,51% | 99,51% |
12/11/2024 | 1,11% | 89,20 % | 90,20 % | 200 000 | 200 000 | 200 000 | 200 000 | 179 602 CHF | 181 602 CHF | 20,72% | 20,72% |
11/11/2024 | 1,06% | 93,13 % | 94,13 % | 200 000 | 200 000 | 200 000 | 200 000 | 187 544 CHF | 189 544 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 89,99 % | 90,99 % | 200 000 | 200 000 | 200 000 | 200 000 | 181 613 CHF | 183 613 CHF | 99,91% | 99,91% |
07/11/2024 | 1,07% | 92,24 % | 93,24 % | 200 000 | 200 000 | 200 000 | 200 000 | 185 450 CHF | 187 450 CHF | 99,95% | 99,95% |