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 | 0,87% | 90,78 % | 91,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 804 CHF | 229 804 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 90,81 % | 91,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 628 CHF | 229 628 CHF | 99,64% | 99,64% |
18/11/2024 | 0,86% | 92,14 % | 92,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 362 CHF | 232 362 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 91,92 % | 92,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 868 CHF | 232 868 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,31 % | 94,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 433 CHF | 234 433 CHF | 99,99% | 99,99% |
13/11/2024 | 0,86% | 92,66 % | 93,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 890 CHF | 233 890 CHF | 99,93% | 99,93% |
12/11/2024 | 0,86% | 92,74 % | 93,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 457 CHF | 234 457 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 871 CHF | 236 871 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,38 % | 94,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 015 CHF | 236 015 CHF | 99,87% | 99,87% |
07/11/2024 | 0,85% | 94,03 % | 94,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 336 CHF | 237 336 CHF | 99,96% | 99,96% |