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 | 0,90% | 88,03 % | 88,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 057 CHF | 222 057 CHF | 99,93% | 99,93% |
19/11/2024 | 0,92% | 87,41 % | 88,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 619 CHF | 217 619 CHF | 99,89% | 99,89% |
18/11/2024 | 0,93% | 85,94 % | 86,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 486 CHF | 215 486 CHF | 99,99% | 99,99% |
15/11/2024 | 0,94% | 84,76 % | 85,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 645 CHF | 213 645 CHF | 99,96% | 99,96% |
14/11/2024 | 0,93% | 85,44 % | 86,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 559 CHF | 216 559 CHF | 99,95% | 99,95% |
13/11/2024 | 0,91% | 86,57 % | 87,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 383 CHF | 221 383 CHF | 99,70% | 99,70% |
12/11/2024 | 0,89% | 87,89 % | 88,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 293 CHF | 225 293 CHF | 99,99% | 99,99% |
11/11/2024 | 0,88% | 89,85 % | 90,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 542 CHF | 228 542 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,01 % | 90,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 056 CHF | 227 056 CHF | 99,95% | 99,95% |
07/11/2024 | 0,90% | 89,72 % | 90,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 294 CHF | 224 294 CHF | 99,90% | 99,90% |