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 | 0,89% | 88,93 % | 89,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 815 CHF | 226 815 CHF | 99,92% | 99,92% |
19/11/2024 | 0,89% | 88,83 % | 89,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 264 CHF | 225 264 CHF | 98,26% | 98,26% |
18/11/2024 | 0,87% | 92,19 % | 92,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 022 CHF | 232 022 CHF | 99,96% | 99,96% |
15/11/2024 | 0,87% | 90,49 % | 91,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 606 CHF | 231 606 CHF | 99,91% | 99,91% |
14/11/2024 | 0,85% | 93,92 % | 94,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 897 CHF | 235 897 CHF | 99,85% | 99,85% |
13/11/2024 | 0,86% | 92,00 % | 92,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 559 CHF | 232 559 CHF | 99,64% | 99,64% |
12/11/2024 | 0,85% | 92,53 % | 93,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 922 CHF | 234 922 CHF | 99,98% | 99,98% |
11/11/2024 | 0,84% | 94,48 % | 95,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 370 CHF | 239 370 CHF | 99,91% | 99,91% |
08/11/2024 | 0,84% | 94,08 % | 94,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 361 CHF | 238 361 CHF | 99,78% | 99,78% |
07/11/2024 | 0,84% | 94,73 % | 95,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 770 CHF | 239 770 CHF | 99,94% | 99,94% |