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% | 82,83 % | 83,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 015 CHF | 213 015 CHF | 99,93% | 99,93% |
19/11/2024 | 0,94% | 84,78 % | 85,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 418 CHF | 214 418 CHF | 99,69% | 99,69% |
18/11/2024 | 0,94% | 84,90 % | 85,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 777 CHF | 213 777 CHF | 99,94% | 99,94% |
15/11/2024 | 0,94% | 83,88 % | 84,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 571 CHF | 213 571 CHF | 99,98% | 99,98% |
14/11/2024 | 0,94% | 85,72 % | 86,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 907 CHF | 212 907 CHF | 99,94% | 99,94% |
13/11/2024 | 0,93% | 84,27 % | 85,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 377 CHF | 216 377 CHF | 99,92% | 99,92% |
12/11/2024 | 0,88% | 87,75 % | 88,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 094 CHF | 229 094 CHF | 98,79% | 98,79% |
11/11/2024 | 0,82% | 97,21 % | 98,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 136 CHF | 245 136 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,59 % | 97,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 536 CHF | 243 536 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,83 % | 97,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 381 CHF | 244 381 CHF | 99,84% | 99,84% |