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% | 87,74 % | 88,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 350 CHF | 222 350 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 88,55 % | 89,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 489 CHF | 222 489 CHF | 99,66% | 99,66% |
18/11/2024 | 0,89% | 89,49 % | 90,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 013 CHF | 226 013 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,64 % | 90,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 400 CHF | 226 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 89,13 % | 89,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 665 CHF | 223 665 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 88,61 % | 89,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 685 CHF | 223 685 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 88,87 % | 89,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 375 CHF | 225 375 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,54 % | 92,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 183 CHF | 231 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 90,94 % | 91,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 808 CHF | 230 808 CHF | 99,89% | 99,89% |
07/11/2024 | 0,85% | 93,44 % | 94,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 333 CHF | 235 333 CHF | 99,99% | 99,99% |