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 | 0,93% | 85,45 % | 86,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 761 CHF | 216 761 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 85,93 % | 86,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 259 CHF | 216 259 CHF | 99,77% | 99,77% |
18/11/2024 | 0,92% | 86,27 % | 87,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 135 CHF | 218 135 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 85,95 % | 86,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 111 CHF | 217 111 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 85,51 % | 86,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 639 CHF | 214 639 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 84,20 % | 85,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 482 CHF | 213 482 CHF | 99,86% | 99,86% |
12/11/2024 | 0,92% | 85,33 % | 86,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 311 CHF | 217 311 CHF | 99,98% | 99,98% |
11/11/2024 | 0,93% | 86,43 % | 87,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 056 CHF | 217 056 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 85,14 % | 85,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 293 CHF | 215 293 CHF | 99,81% | 99,81% |
07/11/2024 | 0,92% | 87,05 % | 87,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 518 CHF | 219 518 CHF | 99,92% | 99,92% |