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% | 83,32 % | 84,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 030 CHF | 211 030 CHF | 99,96% | 99,96% |
19/11/2024 | 0,95% | 83,38 % | 84,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 049 CHF | 211 049 CHF | 99,68% | 99,68% |
18/11/2024 | 0,94% | 85,02 % | 85,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 426 CHF | 214 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,55 % | 85,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 601 CHF | 214 601 CHF | 99,96% | 99,96% |
14/11/2024 | 0,93% | 85,97 % | 86,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 936 CHF | 215 936 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 85,00 % | 85,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 777 CHF | 214 777 CHF | 99,71% | 99,71% |
12/11/2024 | 0,93% | 85,13 % | 85,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 626 CHF | 215 626 CHF | 99,94% | 99,94% |
11/11/2024 | 0,92% | 86,39 % | 87,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 569 CHF | 218 569 CHF | 99,92% | 99,92% |
08/11/2024 | 0,92% | 86,14 % | 86,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 924 CHF | 217 924 CHF | 99,81% | 99,81% |
07/11/2024 | 0,92% | 86,75 % | 87,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 346 CHF | 219 346 CHF | 99,91% | 99,91% |