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% | 89,98 % | 90,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 386 CHF | 228 386 CHF | 99,76% | 99,76% |
19/11/2024 | 0,88% | 90,12 % | 90,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 144 CHF | 228 144 CHF | 99,74% | 99,74% |
18/11/2024 | 0,86% | 92,71 % | 93,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 062 CHF | 233 062 CHF | 99,95% | 99,95% |
15/11/2024 | 0,86% | 91,37 % | 92,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 682 CHF | 232 682 CHF | 99,97% | 99,97% |
14/11/2024 | 0,86% | 93,43 % | 94,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 435 CHF | 234 435 CHF | 99,97% | 99,97% |
13/11/2024 | 0,87% | 91,91 % | 92,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 597 CHF | 231 597 CHF | 99,61% | 99,61% |
12/11/2024 | 0,86% | 91,64 % | 92,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 125 CHF | 233 125 CHF | 99,91% | 99,91% |
11/11/2024 | 0,85% | 93,77 % | 94,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 365 CHF | 237 365 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,33 % | 94,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 421 CHF | 236 421 CHF | 99,99% | 99,99% |
07/11/2024 | 0,82% | 96,57 % | 97,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 290 CHF | 244 290 CHF | 99,92% | 99,92% |