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 | 0,89% | 88,28 % | 89,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 960 CHF | 224 960 CHF | 99,97% | 99,97% |
19/11/2024 | 0,89% | 89,50 % | 90,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 368 CHF | 225 368 CHF | 99,64% | 99,64% |
18/11/2024 | 0,89% | 90,05 % | 90,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 871 CHF | 225 871 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 90,83 % | 91,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 319 CHF | 232 319 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,56 % | 94,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 170 CHF | 236 170 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,67 % | 93,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 972 CHF | 233 972 CHF | 99,81% | 99,81% |
12/11/2024 | 0,84% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 062 CHF | 238 062 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,61 % | 95,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 111 CHF | 239 111 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,95 % | 94,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 559 CHF | 236 559 CHF | 99,97% | 99,97% |
07/11/2024 | 0,85% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 076 CHF | 237 076 CHF | 100,00% | 100,00% |