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 | 0,91% | 86,26 % | 87,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 391 CHF | 220 391 CHF | 99,95% | 99,95% |
19/11/2024 | 0,91% | 87,78 % | 88,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 831 CHF | 220 831 CHF | 99,86% | 99,86% |
18/11/2024 | 0,91% | 88,57 % | 89,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 605 CHF | 221 605 CHF | 99,99% | 99,99% |
15/11/2024 | 0,88% | 89,44 % | 90,24 % | 250 000 | 228 000 | 250 000 | 228 049 | 227 199 CHF | 209 075 CHF | 99,94% | 99,94% |
14/11/2024 | 0,86% | 92,41 % | 93,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 370 CHF | 233 370 CHF | 99,95% | 99,95% |
13/11/2024 | 0,87% | 91,37 % | 92,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 084 CHF | 231 084 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 92,68 % | 93,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 761 CHF | 235 761 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,04 % | 94,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 794 CHF | 237 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,35 % | 94,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 855 CHF | 234 855 CHF | 99,86% | 99,86% |
07/11/2024 | 0,85% | 93,31 % | 94,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 137 CHF | 235 137 CHF | 100,00% | 100,00% |