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% | 86,53 % | 87,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 131 CHF | 222 131 CHF | 99,82% | 99,82% |
19/11/2024 | 0,90% | 88,20 % | 89,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 854 CHF | 222 854 CHF | 99,86% | 99,86% |
18/11/2024 | 0,90% | 88,35 % | 89,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 390 CHF | 222 390 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 87,43 % | 88,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 158 CHF | 222 158 CHF | 99,97% | 99,97% |
14/11/2024 | 0,91% | 89,04 % | 89,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 509 CHF | 221 509 CHF | 99,98% | 99,98% |
13/11/2024 | 0,89% | 87,70 % | 88,50 % | 235 000 | 250 000 | 236 498 | 250 000 | 210 582 CHF | 224 602 CHF | 99,98% | 99,98% |
12/11/2024 | 0,85% | 90,83 % | 91,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 355 CHF | 235 355 CHF | 99,74% | 99,74% |
11/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 713 CHF | 248 713 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 456 CHF | 247 456 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,42 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 435 CHF | 248 435 CHF | 99,91% | 99,91% |