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% | 90,00 % | 90,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 424 CHF | 228 424 CHF | 98,58% | 98,58% |
19/11/2024 | 0,89% | 90,20 % | 91,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 826 CHF | 226 826 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 90,10 % | 90,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 976 CHF | 226 976 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,20 % | 91,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 649 CHF | 228 649 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 91,50 % | 92,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 110 CHF | 229 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,80 % | 90,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 526 CHF | 226 526 CHF | 99,86% | 99,86% |
12/11/2024 | 0,88% | 90,30 % | 91,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 933 CHF | 228 933 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,10 % | 92,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 626 CHF | 232 626 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,60 % | 92,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 663 CHF | 231 663 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,70 % | 93,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 434 CHF | 234 434 CHF | 99,76% | 99,76% |