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% | 86,48 % | 87,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 223 CHF | 221 223 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 89,68 % | 90,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 819 CHF | 226 819 CHF | 99,56% | 99,56% |
18/11/2024 | 0,87% | 90,93 % | 91,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 270 CHF | 230 270 CHF | 99,98% | 99,98% |
15/11/2024 | 0,87% | 91,19 % | 91,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 319 CHF | 230 319 CHF | 99,99% | 99,99% |
14/11/2024 | 0,88% | 91,09 % | 91,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 855 CHF | 227 855 CHF | 99,99% | 99,99% |
13/11/2024 | 0,88% | 89,60 % | 90,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 670 CHF | 227 670 CHF | 99,84% | 99,84% |
12/11/2024 | 0,86% | 91,06 % | 91,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 208 CHF | 233 208 CHF | 99,94% | 99,94% |
11/11/2024 | 0,86% | 92,46 % | 93,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 383 CHF | 232 383 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 92,06 % | 92,86 % | 250 000 | 237 000 | 250 000 | 244 493 | 229 958 CHF | 226 853 CHF | 99,85% | 99,85% |
07/11/2024 | 0,83% | 96,15 % | 96,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 168 CHF | 241 168 CHF | 99,98% | 99,98% |