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% | 84,91 % | 85,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 688 CHF | 214 688 CHF | 99,96% | 99,96% |
19/11/2024 | 0,95% | 84,00 % | 84,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 075 CHF | 211 075 CHF | 99,75% | 99,75% |
18/11/2024 | 0,95% | 84,33 % | 85,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 514 CHF | 211 514 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 83,45 % | 84,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 403 CHF | 213 403 CHF | 99,98% | 99,98% |
14/11/2024 | 0,93% | 85,89 % | 86,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 284 CHF | 216 284 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 85,47 % | 86,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 820 CHF | 216 820 CHF | 99,93% | 99,93% |
12/11/2024 | 0,92% | 86,06 % | 86,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 446 CHF | 218 446 CHF | 99,88% | 99,88% |
11/11/2024 | 0,90% | 87,97 % | 88,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 377 CHF | 222 377 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 87,55 % | 88,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 869 CHF | 221 869 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 88,13 % | 88,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 346 CHF | 224 346 CHF | 99,88% | 99,88% |