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 | 0,87% | 91,93 % | 92,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 001 CHF | 231 001 CHF | 99,94% | 99,94% |
19/11/2024 | 0,87% | 91,43 % | 92,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 953 CHF | 230 953 CHF | 99,83% | 99,83% |
18/11/2024 | 0,87% | 92,40 % | 93,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 171 CHF | 232 171 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 92,57 % | 93,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 664 CHF | 235 664 CHF | 99,97% | 99,97% |
14/11/2024 | 0,84% | 94,08 % | 94,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 782 CHF | 237 782 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 566 CHF | 239 566 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,58 % | 96,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 744 CHF | 242 744 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,83 % | 97,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 085 CHF | 245 085 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,58 % | 97,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 467 CHF | 243 467 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 583 CHF | 244 583 CHF | 100,00% | 100,00% |