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% | 83,63 % | 84,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 828 CHF | 211 828 CHF | 99,97% | 99,97% |
19/11/2024 | 0,95% | 83,69 % | 84,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 847 CHF | 211 847 CHF | 99,60% | 99,60% |
18/11/2024 | 0,93% | 85,37 % | 86,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 269 CHF | 215 269 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 84,87 % | 85,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 402 CHF | 215 402 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 86,34 % | 87,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 759 CHF | 216 759 CHF | 99,98% | 99,98% |
13/11/2024 | 0,93% | 85,33 % | 86,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 576 CHF | 215 576 CHF | 99,97% | 99,97% |
12/11/2024 | 0,93% | 85,44 % | 86,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 414 CHF | 216 414 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 86,72 % | 87,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 410 CHF | 219 410 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 86,45 % | 87,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 724 CHF | 218 724 CHF | 99,80% | 99,80% |
07/11/2024 | 0,91% | 87,09 % | 87,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 192 CHF | 220 192 CHF | 99,96% | 99,96% |