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% | 90,63 % | 91,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 076 CHF | 230 076 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 91,43 % | 92,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 229 CHF | 229 229 CHF | 99,93% | 99,93% |
18/11/2024 | 0,88% | 91,29 % | 92,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 431 CHF | 229 431 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 91,09 % | 91,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 382 CHF | 228 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 90,54 % | 91,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 608 CHF | 227 608 CHF | 99,99% | 99,99% |
13/11/2024 | 0,88% | 89,93 % | 90,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 015 CHF | 229 015 CHF | 99,58% | 99,58% |
12/11/2024 | 0,87% | 91,01 % | 91,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 444 CHF | 230 444 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,29 % | 92,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 644 CHF | 231 644 CHF | 99,91% | 99,91% |
08/11/2024 | 0,86% | 91,50 % | 92,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 658 CHF | 234 658 CHF | 99,94% | 99,94% |
07/11/2024 | 0,86% | 93,46 % | 94,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 604 CHF | 234 604 CHF | 99,98% | 99,98% |