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% | 88,67 % | 89,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 620 CHF | 225 620 CHF | 99,85% | 99,85% |
19/11/2024 | 0,89% | 88,61 % | 89,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 559 CHF | 224 559 CHF | 99,48% | 99,48% |
18/11/2024 | 0,87% | 91,71 % | 92,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 990 CHF | 230 990 CHF | 99,97% | 99,97% |
15/11/2024 | 0,87% | 90,78 % | 91,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 825 CHF | 231 825 CHF | 99,95% | 99,95% |
14/11/2024 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 492 CHF | 235 492 CHF | 99,94% | 99,94% |
13/11/2024 | 0,85% | 93,29 % | 94,09 % | 205 000 | 250 000 | 218 578 | 250 000 | 204 343 CHF | 235 672 CHF | 99,62% | 99,62% |
12/11/2024 | 0,85% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 490 CHF | 237 490 CHF | 99,96% | 99,96% |
11/11/2024 | 0,83% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 527 CHF | 241 527 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,00 % | 95,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 338 CHF | 240 338 CHF | 99,86% | 99,86% |
07/11/2024 | 0,83% | 95,43 % | 96,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 583 CHF | 241 583 CHF | 99,94% | 99,94% |