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 | 0,95% | 83,45 % | 84,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 257 CHF | 211 257 CHF | 99,89% | 99,89% |
19/11/2024 | 0,95% | 83,55 % | 84,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 588 CHF | 211 588 CHF | 99,78% | 99,78% |
18/11/2024 | 0,93% | 85,60 % | 86,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 567 CHF | 215 567 CHF | 99,98% | 99,98% |
15/11/2024 | 0,93% | 84,77 % | 85,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 321 CHF | 215 321 CHF | 99,90% | 99,90% |
14/11/2024 | 0,93% | 86,07 % | 86,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 077 CHF | 216 077 CHF | 99,98% | 99,98% |
13/11/2024 | 0,94% | 84,78 % | 85,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 149 CHF | 214 149 CHF | 99,71% | 99,71% |
12/11/2024 | 0,93% | 84,98 % | 85,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 395 CHF | 215 395 CHF | 99,98% | 99,98% |
11/11/2024 | 0,92% | 86,34 % | 87,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 738 CHF | 218 738 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 86,35 % | 87,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 461 CHF | 218 461 CHF | 99,84% | 99,84% |
07/11/2024 | 0,91% | 86,95 % | 87,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 064 CHF | 220 064 CHF | 99,98% | 99,98% |