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% | 90,40 % | 91,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 966 CHF | 230 966 CHF | 99,99% | 99,99% |
19/11/2024 | 0,87% | 92,72 % | 93,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 090 CHF | 232 090 CHF | 99,92% | 99,92% |
18/11/2024 | 0,87% | 92,78 % | 93,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 596 CHF | 231 596 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,33 % | 91,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 059 CHF | 228 059 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 931 CHF | 227 931 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 85,52 % | 86,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 815 CHF | 211 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 83,07 % | 83,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 217 CHF | 213 217 CHF | 20,81% | 20,81% |
11/11/2024 | 0,89% | 87,29 % | 88,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 505 CHF | 224 505 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 88,78 % | 89,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 954 CHF | 227 954 CHF | 99,91% | 99,91% |
07/11/2024 | 0,86% | 91,39 % | 92,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 884 CHF | 233 884 CHF | 100,00% | 100,00% |