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 | 0,93% | 85,08 % | 85,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 555 CHF | 216 555 CHF | 99,84% | 99,84% |
19/11/2024 | 0,93% | 85,27 % | 86,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 905 CHF | 216 905 CHF | 99,39% | 99,39% |
18/11/2024 | 0,89% | 89,88 % | 90,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 920 CHF | 225 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 88,03 % | 88,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 140 CHF | 225 140 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 91,00 % | 91,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 725 CHF | 227 725 CHF | 99,94% | 99,94% |
13/11/2024 | 0,90% | 88,60 % | 89,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 738 CHF | 223 738 CHF | 99,82% | 99,82% |
12/11/2024 | 0,89% | 89,02 % | 89,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 406 CHF | 226 406 CHF | 99,85% | 99,85% |
11/11/2024 | 0,86% | 91,80 % | 92,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 022 CHF | 233 022 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 91,74 % | 92,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 400 CHF | 232 400 CHF | 99,80% | 99,80% |
07/11/2024 | 0,86% | 92,49 % | 93,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 674 CHF | 234 674 CHF | 99,90% | 99,90% |