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 | 0,91% | 86,93 % | 87,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 593 CHF | 221 593 CHF | 99,91% | 99,91% |
19/11/2024 | 0,91% | 86,90 % | 87,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 069 CHF | 221 069 CHF | 99,08% | 99,08% |
18/11/2024 | 0,87% | 91,45 % | 92,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 841 CHF | 229 841 CHF | 99,97% | 99,97% |
15/11/2024 | 0,88% | 89,49 % | 90,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 295 CHF | 229 295 CHF | 99,99% | 99,99% |
14/11/2024 | 0,86% | 93,04 % | 93,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 070 CHF | 233 070 CHF | 99,80% | 99,80% |
13/11/2024 | 0,88% | 90,56 % | 91,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 035 CHF | 229 035 CHF | 99,64% | 99,64% |
12/11/2024 | 0,87% | 91,16 % | 91,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 880 CHF | 231 880 CHF | 99,92% | 99,92% |
11/11/2024 | 0,84% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 804 CHF | 237 804 CHF | 99,94% | 99,94% |
08/11/2024 | 0,85% | 93,53 % | 94,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 069 CHF | 237 069 CHF | 99,79% | 99,79% |
07/11/2024 | 0,84% | 94,26 % | 95,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 940 CHF | 238 940 CHF | 99,95% | 99,95% |