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 | 0,95% | 82,98 % | 83,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 228 CHF | 211 228 CHF | 99,98% | 99,98% |
19/11/2024 | 0,95% | 83,42 % | 84,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 885 CHF | 210 885 CHF | 99,80% | 99,80% |
18/11/2024 | 0,93% | 85,44 % | 86,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 840 CHF | 215 840 CHF | 99,97% | 99,97% |
15/11/2024 | 0,92% | 85,94 % | 86,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 762 CHF | 218 762 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 88,46 % | 89,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 403 CHF | 221 403 CHF | 99,98% | 99,98% |
13/11/2024 | 0,91% | 87,09 % | 87,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 770 CHF | 220 770 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 87,43 % | 88,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 780 CHF | 222 780 CHF | 98,87% | 98,87% |
11/11/2024 | 0,88% | 90,83 % | 91,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 975 CHF | 227 975 CHF | 99,99% | 99,99% |
08/11/2024 | 0,89% | 89,46 % | 90,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 658 CHF | 226 658 CHF | 99,88% | 99,88% |
07/11/2024 | 0,87% | 91,84 % | 92,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 980 CHF | 231 980 CHF | 100,00% | 100,00% |