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 | 0,92% | 86,52 % | 87,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 544 CHF | 219 544 CHF | 99,96% | 99,96% |
19/11/2024 | 0,91% | 87,45 % | 88,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 043 CHF | 220 043 CHF | 99,93% | 99,93% |
18/11/2024 | 0,92% | 87,37 % | 88,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 452 CHF | 219 452 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 86,50 % | 87,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 629 CHF | 218 629 CHF | 99,98% | 99,98% |
14/11/2024 | 0,92% | 87,50 % | 88,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 240 CHF | 218 240 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 84,81 % | 85,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 940 CHF | 212 940 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 84,50 % | 85,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 576 CHF | 215 576 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 86,39 % | 87,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 753 CHF | 219 753 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 86,90 % | 87,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 010 CHF | 220 010 CHF | 99,98% | 99,98% |
07/11/2024 | 0,91% | 87,41 % | 88,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 667 CHF | 221 667 CHF | 100,00% | 100,00% |