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 | 0,88% | 90,14 % | 90,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 470 CHF | 228 470 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 90,19 % | 90,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 536 CHF | 227 536 CHF | 99,76% | 99,76% |
18/11/2024 | 0,88% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 055 CHF | 229 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,03 % | 91,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 291 CHF | 230 291 CHF | 99,97% | 99,97% |
14/11/2024 | 0,87% | 91,96 % | 92,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 116 CHF | 232 116 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,12 % | 92,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 402 CHF | 232 402 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,45 % | 93,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 705 CHF | 233 705 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 833 CHF | 234 833 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,58 % | 93,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 937 CHF | 233 937 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 92,97 % | 93,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 056 CHF | 235 056 CHF | 100,00% | 100,00% |