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% | 85,34 % | 85,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 438 CHF | 214 688 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 84,86 % | 85,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 491 CHF | 212 741 CHF | 89,36% | 89,36% |
18/11/2024 | 0,59% | 84,93 % | 85,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 666 CHF | 212 916 CHF | 99,66% | 99,66% |
15/11/2024 | 0,58% | 84,61 % | 85,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 172 CHF | 214 422 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 85,95 % | 86,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 990 CHF | 216 240 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 86,20 % | 86,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 170 CHF | 217 420 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 86,39 % | 86,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 607 CHF | 217 857 CHF | 98,72% | 98,72% |
11/11/2024 | 0,57% | 87,21 % | 87,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 152 CHF | 219 402 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 86,88 % | 87,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 915 CHF | 219 165 CHF | 99,83% | 99,83% |
07/11/2024 | 0,57% | 87,43 % | 87,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 786 CHF | 221 036 CHF | 100,00% | 100,00% |