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 | 0,88% | 89,91 % | 90,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 412 CHF | 228 412 CHF | 99,99% | 99,99% |
19/11/2024 | 0,88% | 90,81 % | 91,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 770 CHF | 228 770 CHF | 99,47% | 99,47% |
18/11/2024 | 0,88% | 91,12 % | 91,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 970 CHF | 228 970 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,42 % | 92,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 116 CHF | 232 116 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,69 % | 93,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 714 CHF | 233 714 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,31 % | 93,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 210 CHF | 233 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,02 % | 93,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 362 CHF | 235 362 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,56 % | 94,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 169 CHF | 236 169 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,22 % | 94,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 676 CHF | 234 676 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,19 % | 93,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 025 CHF | 235 025 CHF | 99,99% | 99,99% |