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 | 0,88% | 90,72 % | 91,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 474 CHF | 227 474 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 89,17 % | 89,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 659 CHF | 222 659 CHF | 99,66% | 99,66% |
18/11/2024 | 0,90% | 88,27 % | 89,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 366 CHF | 224 366 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 89,28 % | 90,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 221 CHF | 228 221 CHF | 99,99% | 99,99% |
14/11/2024 | 0,86% | 92,81 % | 93,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 552 CHF | 234 552 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 93,32 % | 94,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 193 CHF | 234 193 CHF | 99,92% | 99,92% |
12/11/2024 | 0,86% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 414 CHF | 234 414 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,37 % | 95,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 552 CHF | 236 552 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,96 % | 93,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 383 CHF | 233 383 CHF | 99,87% | 99,87% |
07/11/2024 | 0,87% | 91,51 % | 92,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 520 CHF | 231 520 CHF | 99,97% | 99,97% |