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 | 0,91% | 86,71 % | 87,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 762 CHF | 219 762 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 86,84 % | 87,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 599 CHF | 219 599 CHF | 99,75% | 99,75% |
18/11/2024 | 0,90% | 88,25 % | 89,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 638 CHF | 222 638 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,08 % | 88,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 370 CHF | 223 370 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,65 % | 90,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 240 CHF | 225 240 CHF | 99,96% | 99,96% |
13/11/2024 | 0,89% | 88,91 % | 89,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 668 CHF | 224 668 CHF | 99,69% | 99,69% |
12/11/2024 | 0,89% | 89,06 % | 89,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 322 CHF | 225 322 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,21 % | 91,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 997 CHF | 227 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 89,86 % | 90,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 178 CHF | 227 178 CHF | 99,91% | 99,91% |
07/11/2024 | 0,88% | 90,54 % | 91,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 629 CHF | 228 629 CHF | 100,00% | 100,00% |