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 | 0,89% | 88,90 % | 89,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 335 CHF | 226 335 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 89,85 % | 90,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 268 CHF | 227 268 CHF | 99,98% | 99,98% |
18/11/2024 | 0,88% | 90,18 % | 90,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 208 CHF | 227 208 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,50 % | 90,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 877 CHF | 226 877 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 90,69 % | 91,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 955 CHF | 226 955 CHF | 99,95% | 99,95% |
13/11/2024 | 0,88% | 89,98 % | 90,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 994 CHF | 228 994 CHF | 99,81% | 99,81% |
12/11/2024 | 0,85% | 92,18 % | 92,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 581 CHF | 236 581 CHF | 97,71% | 97,71% |
11/11/2024 | 0,82% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 842 CHF | 245 842 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 297 CHF | 245 297 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,55 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 006 CHF | 246 006 CHF | 99,93% | 99,93% |