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% | 92,01 % | 92,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 857 CHF | 230 857 CHF | 99,99% | 99,99% |
19/11/2024 | 0,89% | 90,73 % | 91,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 874 CHF | 226 874 CHF | 99,68% | 99,68% |
18/11/2024 | 0,88% | 90,09 % | 90,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 402 CHF | 228 402 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 90,63 % | 91,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 146 CHF | 231 146 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 93,55 % | 94,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 377 CHF | 236 377 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 94,03 % | 94,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 918 CHF | 235 918 CHF | 99,99% | 99,99% |
12/11/2024 | 0,85% | 93,50 % | 94,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 921 CHF | 235 921 CHF | 99,99% | 99,99% |
11/11/2024 | 0,84% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 822 CHF | 237 822 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,50 % | 94,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 945 CHF | 234 945 CHF | 99,92% | 99,92% |
07/11/2024 | 0,86% | 92,63 % | 93,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 972 CHF | 233 972 CHF | 99,99% | 99,99% |