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% | 87,90 % | 88,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 071 CHF | 224 071 CHF | 99,99% | 99,99% |
19/11/2024 | 0,89% | 88,95 % | 89,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 478 CHF | 224 478 CHF | 99,74% | 99,74% |
18/11/2024 | 0,89% | 89,94 % | 90,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 185 CHF | 225 185 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 90,77 % | 91,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 188 CHF | 232 188 CHF | 99,98% | 99,98% |
14/11/2024 | 0,82% | 96,82 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 429 CHF | 244 429 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,02 % | 96,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 661 CHF | 242 661 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,20 % | 98,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 042 CHF | 247 042 CHF | 99,98% | 99,98% |
11/11/2024 | 0,81% | 98,56 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 974 CHF | 248 974 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 473 CHF | 246 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,85 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 580 CHF | 246 580 CHF | 99,97% | 99,97% |