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 | 0,95% | 83,06 % | 83,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 691 CHF | 210 691 CHF | 99,85% | 99,85% |
19/11/2024 | 0,96% | 83,50 % | 84,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 225 CHF | 210 225 CHF | 99,78% | 99,78% |
18/11/2024 | 0,95% | 84,29 % | 85,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 279 CHF | 212 279 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,29 % | 85,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 321 CHF | 213 321 CHF | 99,99% | 99,99% |
14/11/2024 | 0,95% | 84,61 % | 85,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 412 CHF | 211 412 CHF | 99,06% | 99,06% |
13/11/2024 | 0,93% | 85,23 % | 86,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 410 CHF | 216 410 CHF | 99,94% | 99,94% |
12/11/2024 | 0,91% | 86,55 % | 87,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 864 CHF | 220 864 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,17 % | 90,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 637 CHF | 227 637 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 89,95 % | 90,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 838 CHF | 227 838 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,26 % | 93,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 875 CHF | 232 875 CHF | 99,99% | 99,99% |