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% | 89,31 % | 90,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 239 CHF | 227 239 CHF | 99,83% | 99,83% |
19/11/2024 | 0,89% | 89,42 % | 90,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 426 CHF | 226 426 CHF | 99,81% | 99,81% |
18/11/2024 | 0,86% | 92,30 % | 93,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 257 CHF | 232 257 CHF | 99,95% | 99,95% |
15/11/2024 | 0,86% | 91,49 % | 92,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 621 CHF | 233 621 CHF | 99,90% | 99,90% |
14/11/2024 | 0,85% | 94,22 % | 95,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 063 CHF | 236 063 CHF | 99,93% | 99,93% |
13/11/2024 | 0,86% | 92,20 % | 93,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 472 CHF | 232 472 CHF | 99,88% | 99,88% |
12/11/2024 | 0,86% | 92,01 % | 92,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 659 CHF | 234 659 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,73 % | 95,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 967 CHF | 239 967 CHF | 99,98% | 99,98% |
08/11/2024 | 0,84% | 94,14 % | 94,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 000 CHF | 239 000 CHF | 99,99% | 99,99% |
07/11/2024 | 0,83% | 95,63 % | 96,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 176 CHF | 242 176 CHF | 99,79% | 99,79% |