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 | 0,87% | 91,78 % | 92,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 902 CHF | 231 902 CHF | 99,96% | 99,96% |
19/11/2024 | 0,86% | 92,43 % | 93,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 036 CHF | 233 036 CHF | 99,97% | 99,97% |
18/11/2024 | 0,84% | 93,99 % | 94,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 852 CHF | 237 852 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,13 % | 94,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 658 CHF | 236 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,09 % | 93,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 256 CHF | 232 256 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,65 % | 91,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 195 CHF | 227 195 CHF | 99,83% | 99,83% |
12/11/2024 | 0,89% | 88,95 % | 89,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 335 CHF | 226 335 CHF | 99,96% | 99,96% |
11/11/2024 | 0,86% | 92,29 % | 93,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 771 CHF | 232 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 91,64 % | 92,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 475 CHF | 234 475 CHF | 99,95% | 99,95% |
07/11/2024 | 0,83% | 96,26 % | 97,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 488 CHF | 242 488 CHF | 100,00% | 100,00% |