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 | 0,89% | 89,09 % | 89,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 517 CHF | 226 517 CHF | 99,74% | 99,74% |
19/11/2024 | 0,89% | 89,17 % | 89,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 340 CHF | 226 340 CHF | 97,66% | 97,66% |
18/11/2024 | 0,86% | 92,95 % | 93,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 688 CHF | 233 688 CHF | 99,94% | 99,94% |
15/11/2024 | 0,86% | 91,43 % | 92,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 498 CHF | 233 498 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,42 % | 95,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 763 CHF | 236 763 CHF | 99,92% | 99,92% |
13/11/2024 | 0,86% | 92,29 % | 93,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 159 CHF | 233 159 CHF | 99,84% | 99,84% |
12/11/2024 | 0,85% | 92,77 % | 93,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 668 CHF | 235 668 CHF | 99,97% | 99,97% |
11/11/2024 | 0,83% | 94,90 % | 95,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 561 CHF | 240 561 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 768 CHF | 239 768 CHF | 99,91% | 99,91% |
07/11/2024 | 0,83% | 95,37 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 306 CHF | 241 306 CHF | 99,97% | 99,97% |