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% | 91,74 % | 92,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 897 CHF | 231 897 CHF | 99,93% | 99,93% |
19/11/2024 | 0,87% | 91,90 % | 92,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 506 CHF | 231 506 CHF | 99,83% | 99,83% |
18/11/2024 | 0,86% | 92,84 % | 93,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 883 CHF | 233 883 CHF | 99,99% | 99,99% |
15/11/2024 | 0,86% | 92,12 % | 92,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 314 CHF | 233 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,87 % | 93,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 101 CHF | 234 101 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,51 % | 93,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 883 CHF | 233 883 CHF | 99,73% | 99,73% |
12/11/2024 | 0,86% | 92,64 % | 93,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 428 CHF | 234 428 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,61 % | 94,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 474 CHF | 236 474 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 94,07 % | 94,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 123 CHF | 237 123 CHF | 99,89% | 99,89% |
07/11/2024 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 339 CHF | 236 339 CHF | 100,00% | 100,00% |