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 | 0,91% | 87,74 % | 88,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 727 CHF | 221 727 CHF | 99,98% | 99,98% |
19/11/2024 | 0,91% | 87,81 % | 88,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 856 CHF | 221 856 CHF | 99,67% | 99,67% |
18/11/2024 | 0,90% | 88,69 % | 89,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 980 CHF | 223 980 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,89 % | 89,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 228 CHF | 224 228 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 88,67 % | 89,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 617 CHF | 222 617 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 87,74 % | 88,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 912 CHF | 220 912 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 87,21 % | 88,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 113 CHF | 221 113 CHF | 99,98% | 99,98% |
11/11/2024 | 0,90% | 88,63 % | 89,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 640 CHF | 223 640 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 88,26 % | 89,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 985 CHF | 223 985 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 90,29 % | 91,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 558 CHF | 227 558 CHF | 99,93% | 99,93% |