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% | 85,91 % | 86,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 805 CHF | 218 805 CHF | 99,70% | 99,70% |
19/11/2024 | 0,92% | 86,11 % | 86,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 267 CHF | 217 267 CHF | 99,80% | 99,80% |
18/11/2024 | 0,92% | 87,19 % | 87,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 193 CHF | 219 193 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 89,75 % | 90,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 638 CHF | 227 638 CHF | 99,98% | 99,98% |
14/11/2024 | 0,87% | 92,45 % | 93,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 638 CHF | 229 638 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 87,98 % | 88,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 297 CHF | 223 297 CHF | 99,86% | 99,86% |
12/11/2024 | 0,88% | 90,06 % | 90,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 489 CHF | 227 489 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 88,85 % | 89,65 % | 250 000 | 240 000 | 250 000 | 246 716 | 222 626 CHF | 221 683 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 87,59 % | 88,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 940 CHF | 220 940 CHF | 99,92% | 99,92% |
07/11/2024 | 0,92% | 87,28 % | 88,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 421 CHF | 217 421 CHF | 99,99% | 99,99% |