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 | 0,86% | 90,83 % | 91,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 503 CHF | 232 503 CHF | 99,95% | 99,95% |
19/11/2024 | 0,87% | 92,16 % | 92,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 892 CHF | 229 892 CHF | 99,97% | 99,97% |
18/11/2024 | 0,88% | 91,13 % | 91,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 913 CHF | 228 913 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,69 % | 91,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 209 CHF | 227 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 90,13 % | 90,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 020 CHF | 226 020 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,86 % | 91,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 181 CHF | 227 181 CHF | 99,76% | 99,76% |
12/11/2024 | 0,86% | 89,97 % | 90,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 387 CHF | 233 387 CHF | 99,94% | 99,94% |
11/11/2024 | 0,87% | 92,52 % | 93,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 246 CHF | 231 246 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 91,59 % | 92,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 685 CHF | 232 685 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 92,76 % | 93,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 042 CHF | 232 042 CHF | 100,00% | 100,00% |