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 | 0,93% | 85,20 % | 86,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 887 CHF | 215 887 CHF | 99,92% | 99,92% |
19/11/2024 | 0,93% | 85,29 % | 86,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 943 CHF | 215 943 CHF | 99,64% | 99,64% |
18/11/2024 | 0,92% | 87,11 % | 87,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 373 CHF | 219 373 CHF | 99,99% | 99,99% |
15/11/2024 | 0,92% | 86,60 % | 87,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 462 CHF | 219 462 CHF | 99,99% | 99,99% |
14/11/2024 | 0,92% | 87,81 % | 88,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 515 CHF | 219 515 CHF | 99,96% | 99,96% |
13/11/2024 | 0,92% | 86,25 % | 87,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 239 CHF | 218 239 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 86,70 % | 87,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 454 CHF | 219 454 CHF | 99,96% | 99,96% |
11/11/2024 | 0,90% | 87,94 % | 88,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 661 CHF | 222 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,65 % | 88,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 237 CHF | 222 237 CHF | 99,88% | 99,88% |
07/11/2024 | 0,90% | 88,89 % | 89,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 378 CHF | 224 378 CHF | 99,95% | 99,95% |