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% | 86,84 % | 87,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 610 CHF | 222 610 CHF | 99,99% | 99,99% |
19/11/2024 | 0,91% | 88,13 % | 88,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 161 CHF | 220 161 CHF | 98,49% | 98,49% |
18/11/2024 | 0,89% | 89,28 % | 90,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 059 CHF | 226 059 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,31 % | 91,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 984 CHF | 228 984 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,91 % | 90,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 683 CHF | 224 683 CHF | 99,98% | 99,98% |
13/11/2024 | 0,90% | 87,93 % | 88,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 834 CHF | 223 834 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 88,07 % | 88,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 416 CHF | 224 416 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,89 % | 91,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 457 CHF | 228 457 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 89,77 % | 90,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 479 CHF | 226 479 CHF | 99,90% | 99,90% |
07/11/2024 | 0,87% | 91,69 % | 92,49 % | 250 000 | 240 000 | 250 000 | 240 020 | 227 915 CHF | 220 737 CHF | 99,94% | 99,94% |