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% | 83,68 % | 84,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 995 CHF | 211 995 CHF | 99,97% | 99,97% |
19/11/2024 | 0,95% | 83,85 % | 84,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 181 CHF | 212 181 CHF | 99,65% | 99,65% |
18/11/2024 | 0,93% | 85,29 % | 86,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 959 CHF | 214 959 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 84,92 % | 85,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 082 CHF | 215 082 CHF | 99,98% | 99,98% |
14/11/2024 | 0,93% | 85,80 % | 86,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 991 CHF | 214 991 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 84,67 % | 85,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 235 CHF | 214 235 CHF | 99,89% | 99,89% |
12/11/2024 | 0,93% | 85,02 % | 85,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 141 CHF | 215 141 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 86,06 % | 86,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 704 CHF | 217 704 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 031 CHF | 217 031 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 86,67 % | 87,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 646 CHF | 218 646 CHF | 100,00% | 100,00% |