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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,93% | 85,90 % | 86,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 077 CHF | 215 077 CHF | 98,16% | 98,16% |
20/11/2024 | 0,91% | 86,82 % | 87,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 697 CHF | 219 697 CHF | 99,99% | 99,99% |
19/11/2024 | 0,90% | 88,07 % | 88,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 215 CHF | 222 215 CHF | 99,97% | 99,97% |
18/11/2024 | 0,87% | 90,66 % | 91,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 193 CHF | 230 193 CHF | 99,97% | 99,97% |
15/11/2024 | 0,88% | 91,00 % | 91,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 091 CHF | 228 091 CHF | 99,99% | 99,99% |
14/11/2024 | 0,91% | 89,05 % | 89,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 888 CHF | 220 888 CHF | 99,99% | 99,99% |
13/11/2024 | 0,94% | 85,39 % | 86,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 409 CHF | 213 409 CHF | 99,64% | 99,64% |
12/11/2024 | 0,95% | 82,85 % | 83,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 621 CHF | 210 621 CHF | 20,81% | 20,81% |
11/11/2024 | 0,91% | 87,92 % | 88,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 928 CHF | 221 928 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 86,92 % | 87,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 960 CHF | 224 960 CHF | 99,07% | 99,07% |