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 | 0,87% | 91,02 % | 91,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 933 CHF | 229 933 CHF | 99,98% | 99,98% |
19/11/2024 | 0,87% | 91,82 % | 92,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 550 CHF | 231 550 CHF | 99,61% | 99,61% |
18/11/2024 | 0,85% | 93,34 % | 94,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 173 CHF | 236 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,60 % | 94,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 115 CHF | 235 115 CHF | 99,95% | 99,95% |
14/11/2024 | 0,87% | 92,46 % | 93,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 914 CHF | 230 914 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 90,31 % | 91,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 510 CHF | 226 510 CHF | 99,98% | 99,98% |
12/11/2024 | 0,89% | 88,83 % | 89,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 641 CHF | 225 641 CHF | 99,94% | 99,94% |
11/11/2024 | 0,87% | 91,47 % | 92,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 792 CHF | 230 792 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 90,99 % | 91,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 588 CHF | 232 588 CHF | 99,98% | 99,98% |
07/11/2024 | 0,83% | 95,70 % | 96,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 794 CHF | 240 794 CHF | 99,99% | 99,99% |