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% | 85,47 % | 86,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 462 CHF | 218 462 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 86,99 % | 87,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 455 CHF | 218 455 CHF | 99,52% | 99,52% |
18/11/2024 | 0,91% | 87,66 % | 88,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 705 CHF | 219 705 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 88,21 % | 89,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 732 CHF | 224 732 CHF | 99,95% | 99,95% |
14/11/2024 | 0,89% | 89,94 % | 90,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 490 CHF | 226 490 CHF | 99,94% | 99,94% |
13/11/2024 | 0,90% | 88,59 % | 89,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 783 CHF | 223 783 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,66 % | 90,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 246 CHF | 227 246 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,36 % | 91,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 379 CHF | 229 379 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,28 % | 94,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 265 CHF | 233 265 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,97 % | 93,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 142 CHF | 234 142 CHF | 99,99% | 99,99% |