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% | 85,41 % | 86,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 554 CHF | 216 554 CHF | 99,93% | 99,93% |
19/11/2024 | 0,93% | 85,43 % | 86,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 993 CHF | 215 993 CHF | 99,78% | 99,78% |
18/11/2024 | 0,91% | 87,73 % | 88,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 557 CHF | 221 557 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 87,00 % | 87,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 834 CHF | 220 834 CHF | 99,97% | 99,97% |
14/11/2024 | 0,91% | 88,14 % | 88,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 891 CHF | 221 891 CHF | 99,94% | 99,94% |
13/11/2024 | 0,91% | 87,15 % | 87,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 821 CHF | 220 821 CHF | 99,82% | 99,82% |
12/11/2024 | 0,91% | 87,45 % | 88,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 640 CHF | 221 640 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 89,31 % | 90,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 092 CHF | 226 092 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 89,78 % | 90,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 387 CHF | 226 387 CHF | 99,89% | 99,89% |
07/11/2024 | 0,89% | 89,98 % | 90,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 687 CHF | 226 687 CHF | 99,93% | 99,93% |