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 | 0,58% | 86,21 % | 86,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 465 CHF | 217 715 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 87,17 % | 87,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 164 CHF | 218 414 CHF | 89,36% | 89,36% |
18/11/2024 | 0,57% | 87,18 % | 87,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 355 CHF | 218 605 CHF | 99,67% | 99,67% |
15/11/2024 | 0,58% | 86,53 % | 87,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 422 CHF | 217 672 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 87,57 % | 88,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 331 CHF | 217 581 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 85,23 % | 85,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 006 CHF | 213 256 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 84,63 % | 85,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 132 CHF | 214 382 CHF | 98,72% | 98,72% |
11/11/2024 | 0,58% | 85,86 % | 86,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 889 CHF | 217 139 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 86,32 % | 86,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 780 CHF | 218 030 CHF | 99,83% | 99,83% |
07/11/2024 | 0,57% | 87,12 % | 87,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 039 CHF | 220 289 CHF | 100,00% | 100,00% |