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 | 0,56% | 88,75 % | 89,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 942 CHF | 224 192 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 89,12 % | 89,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 001 CHF | 226 251 CHF | 89,37% | 89,37% |
18/11/2024 | 0,56% | 89,59 % | 90,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 458 CHF | 225 708 CHF | 99,67% | 99,67% |
15/11/2024 | 0,55% | 89,63 % | 90,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 157 CHF | 227 407 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 91,36 % | 91,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 635 CHF | 228 885 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 89,72 % | 90,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 893 CHF | 224 143 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 88,90 % | 89,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 777 CHF | 227 027 CHF | 98,73% | 98,73% |
11/11/2024 | 0,54% | 91,48 % | 91,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 135 CHF | 233 385 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 93,38 % | 93,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 246 CHF | 233 496 CHF | 99,83% | 99,83% |
07/11/2024 | 0,55% | 92,72 % | 93,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 692 CHF | 229 942 CHF | 100,00% | 100,00% |