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 | 0,92% | 85,53 % | 86,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 281 CHF | 217 281 CHF | 99,84% | 99,84% |
19/11/2024 | 0,92% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 523 CHF | 217 523 CHF | 99,63% | 99,63% |
18/11/2024 | 0,89% | 89,69 % | 90,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 518 CHF | 225 518 CHF | 99,99% | 99,99% |
15/11/2024 | 0,89% | 88,21 % | 89,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 254 CHF | 225 254 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 91,38 % | 92,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 812 CHF | 228 812 CHF | 99,89% | 99,89% |
13/11/2024 | 0,89% | 89,76 % | 90,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 657 CHF | 226 657 CHF | 99,98% | 99,98% |
12/11/2024 | 0,88% | 90,00 % | 90,80 % | 250 000 | 240 000 | 250 000 | 240 148 | 226 828 CHF | 219 811 CHF | 99,92% | 99,92% |
11/11/2024 | 0,85% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 207 CHF | 235 207 CHF | 99,92% | 99,92% |
08/11/2024 | 0,86% | 92,21 % | 93,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 711 CHF | 233 711 CHF | 99,76% | 99,76% |
07/11/2024 | 0,85% | 93,11 % | 93,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 495 CHF | 236 495 CHF | 99,91% | 99,91% |