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 | 0,90% | 86,33 % | 87,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 283 CHF | 223 283 CHF | 99,94% | 99,94% |
19/11/2024 | 0,89% | 88,99 % | 89,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 803 CHF | 224 803 CHF | 99,28% | 99,28% |
18/11/2024 | 0,90% | 88,87 % | 89,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 744 CHF | 223 744 CHF | 99,98% | 99,98% |
15/11/2024 | 0,91% | 86,99 % | 87,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 774 CHF | 221 774 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 89,12 % | 89,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 527 CHF | 220 527 CHF | 97,84% | 97,84% |
13/11/2024 | 0,89% | 87,28 % | 88,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 682 CHF | 224 682 CHF | 98,55% | 98,55% |
12/11/2024 | 0,84% | 91,03 % | 91,83 % | 250 000 | 245 000 | 250 000 | 248 240 | 236 332 CHF | 236 667 CHF | 97,89% | 97,89% |
11/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 705 CHF | 252 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 702 CHF | 251 702 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 441 CHF | 252 450 CHF | 100,00% | 100,00% |