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% | 85,25 % | 86,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 502 CHF | 215 502 CHF | 99,91% | 99,91% |
19/11/2024 | 0,93% | 85,65 % | 86,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 337 CHF | 216 337 CHF | 99,95% | 99,95% |
18/11/2024 | 0,92% | 86,56 % | 87,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 809 CHF | 218 809 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 86,53 % | 87,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 144 CHF | 218 144 CHF | 99,99% | 99,99% |
14/11/2024 | 0,93% | 86,27 % | 87,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 476 CHF | 216 476 CHF | 99,99% | 99,99% |
13/11/2024 | 0,93% | 85,46 % | 86,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 953 CHF | 214 953 CHF | 99,97% | 99,97% |
12/11/2024 | 0,94% | 84,53 % | 85,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 385 CHF | 214 385 CHF | 99,99% | 99,99% |
11/11/2024 | 0,92% | 86,19 % | 86,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 491 CHF | 217 491 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 85,64 % | 86,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 645 CHF | 217 645 CHF | 99,94% | 99,94% |
07/11/2024 | 0,90% | 88,08 % | 88,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 009 CHF | 222 009 CHF | 100,00% | 100,00% |