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 | 0,92% | 85,68 % | 86,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 605 CHF | 217 605 CHF | 99,84% | 99,84% |
19/11/2024 | 0,92% | 85,80 % | 86,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 760 CHF | 217 760 CHF | 99,34% | 99,34% |
18/11/2024 | 0,89% | 89,29 % | 90,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 749 CHF | 224 749 CHF | 99,96% | 99,96% |
15/11/2024 | 0,89% | 88,07 % | 88,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 587 CHF | 224 587 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 90,94 % | 91,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 100 CHF | 228 100 CHF | 99,89% | 99,89% |
13/11/2024 | 0,89% | 89,58 % | 90,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 194 CHF | 226 194 CHF | 99,77% | 99,77% |
12/11/2024 | 0,88% | 89,70 % | 90,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 874 CHF | 227 874 CHF | 99,98% | 99,98% |
11/11/2024 | 0,86% | 92,12 % | 92,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 298 CHF | 233 298 CHF | 99,90% | 99,90% |
08/11/2024 | 0,87% | 91,58 % | 92,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 103 CHF | 232 103 CHF | 99,83% | 99,83% |
07/11/2024 | 0,86% | 92,31 % | 93,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 305 CHF | 234 305 CHF | 99,92% | 99,92% |