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 | 0,92% | 85,33 % | 86,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 679 CHF | 217 679 CHF | 99,96% | 99,96% |
19/11/2024 | 0,93% | 85,77 % | 86,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 255 CHF | 215 255 CHF | 99,94% | 99,94% |
18/11/2024 | 0,93% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 496 CHF | 215 496 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 85,70 % | 86,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 848 CHF | 217 848 CHF | 93,24% | 93,24% |
14/11/2024 | 0,92% | 87,94 % | 88,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 131 CHF | 219 131 CHF | 99,98% | 99,98% |
13/11/2024 | 0,94% | 85,08 % | 85,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 262 CHF | 214 262 CHF | 99,95% | 99,95% |
12/11/2024 | 0,92% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 282 CHF | 218 282 CHF | 99,95% | 99,95% |
11/11/2024 | 0,89% | 88,91 % | 89,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 101 CHF | 225 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,98 % | 88,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 067 CHF | 223 067 CHF | 99,95% | 99,95% |
07/11/2024 | 0,88% | 90,01 % | 90,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 979 CHF | 228 979 CHF | 99,83% | 99,83% |