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 | 0,94% | 81,44 % | 82,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 908 CHF | 213 908 CHF | 86,87% | 86,87% |
19/11/2024 | 0,91% | 85,97 % | 86,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 890 CHF | 220 890 CHF | 99,83% | 99,83% |
18/11/2024 | 0,89% | 86,80 % | 87,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 797 CHF | 226 797 CHF | 99,55% | 99,55% |
15/11/2024 | 0,88% | 90,68 % | 91,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 374 CHF | 229 374 CHF | 99,99% | 99,99% |
14/11/2024 | 0,88% | 90,78 % | 91,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 261 CHF | 229 261 CHF | 99,90% | 99,90% |
13/11/2024 | 0,88% | 90,72 % | 91,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 270 CHF | 229 270 CHF | 99,99% | 99,99% |
12/11/2024 | 0,88% | 90,85 % | 91,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 428 CHF | 228 428 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,99 % | 91,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 632 CHF | 228 632 CHF | 99,63% | 99,63% |
08/11/2024 | 0,89% | 89,96 % | 90,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 197 CHF | 225 197 CHF | 99,87% | 99,87% |
07/11/2024 | 0,89% | 89,35 % | 90,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 610 CHF | 224 610 CHF | 99,84% | 99,84% |