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 | 0,92% | 86,48 % | 87,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 560 CHF | 218 560 CHF | 99,99% | 99,99% |
19/11/2024 | 0,93% | 85,83 % | 86,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 101 CHF | 215 101 CHF | 99,93% | 99,93% |
18/11/2024 | 0,93% | 85,28 % | 86,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 287 CHF | 215 287 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 85,58 % | 86,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 500 CHF | 222 500 CHF | 98,66% | 98,66% |
14/11/2024 | 0,87% | 91,61 % | 92,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 745 CHF | 230 745 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 91,45 % | 92,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 570 CHF | 229 570 CHF | 99,95% | 99,95% |
12/11/2024 | 0,87% | 91,89 % | 92,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 626 CHF | 231 626 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,41 % | 92,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 951 CHF | 230 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,73 % | 91,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 065 CHF | 228 065 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 90,42 % | 91,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 637 CHF | 226 637 CHF | 99,99% | 99,99% |