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% | 87,53 % | 88,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 803 CHF | 221 803 CHF | 99,90% | 99,90% |
19/11/2024 | 0,91% | 88,10 % | 88,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 899 CHF | 221 899 CHF | 99,64% | 99,64% |
18/11/2024 | 0,89% | 89,16 % | 89,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 077 CHF | 225 077 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,51 % | 90,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 163 CHF | 226 163 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 89,30 % | 90,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 079 CHF | 224 079 CHF | 99,94% | 99,94% |
13/11/2024 | 0,90% | 87,96 % | 88,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 832 CHF | 223 832 CHF | 99,85% | 99,85% |
12/11/2024 | 0,88% | 89,63 % | 90,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 618 CHF | 227 618 CHF | 99,95% | 99,95% |
11/11/2024 | 0,88% | 90,68 % | 91,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 895 CHF | 227 895 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 89,51 % | 90,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 734 CHF | 226 734 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 91,44 % | 92,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 973 CHF | 230 973 CHF | 99,98% | 99,98% |