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% | 86,63 % | 87,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 289 CHF | 219 289 CHF | 99,88% | 99,88% |
19/11/2024 | 0,91% | 87,61 % | 88,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 024 CHF | 221 024 CHF | 99,73% | 99,73% |
18/11/2024 | 0,88% | 89,85 % | 90,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 068 CHF | 228 068 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 90,22 % | 91,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 178 CHF | 226 178 CHF | 99,99% | 99,99% |
14/11/2024 | 0,91% | 88,60 % | 89,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 544 CHF | 220 544 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 85,88 % | 86,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 042 CHF | 215 042 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 84,08 % | 84,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 727 CHF | 214 727 CHF | 99,98% | 99,98% |
11/11/2024 | 0,90% | 88,02 % | 88,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 095 CHF | 222 095 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,22 % | 88,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 125 CHF | 224 125 CHF | 99,92% | 99,92% |
07/11/2024 | 0,85% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 799 CHF | 235 799 CHF | 99,95% | 99,95% |