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% | 83,76 % | 84,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 160 CHF | 212 160 CHF | 99,85% | 99,85% |
19/11/2024 | 0,95% | 83,85 % | 84,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 234 CHF | 212 234 CHF | 99,77% | 99,77% |
18/11/2024 | 0,93% | 85,49 % | 86,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 586 CHF | 215 586 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 85,03 % | 85,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 807 CHF | 215 807 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 86,48 % | 87,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 148 CHF | 217 148 CHF | 99,98% | 99,98% |
13/11/2024 | 0,93% | 85,52 % | 86,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 037 CHF | 216 037 CHF | 99,89% | 99,89% |
12/11/2024 | 0,93% | 85,63 % | 86,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 899 CHF | 216 899 CHF | 99,95% | 99,95% |
11/11/2024 | 0,91% | 86,90 % | 87,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 849 CHF | 219 849 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 86,65 % | 87,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 198 CHF | 219 198 CHF | 99,91% | 99,91% |
07/11/2024 | 0,91% | 87,27 % | 88,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 631 CHF | 220 631 CHF | 99,92% | 99,92% |