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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,90% | 88,71 % | 89,51 % | 250 000 | 230 000 | 250 000 | 232 099 | 221 185 CHF | 207 204 CHF | 99,92% | 99,92% |
20/11/2024 | 0,91% | 87,03 % | 87,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 268 CHF | 221 268 CHF | 99,94% | 99,94% |
19/11/2024 | 0,90% | 88,13 % | 88,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 731 CHF | 222 731 CHF | 99,89% | 99,89% |
18/11/2024 | 0,89% | 89,00 % | 89,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 984 CHF | 225 984 CHF | 99,98% | 99,98% |
15/11/2024 | 0,86% | 90,52 % | 91,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 748 CHF | 234 748 CHF | 97,08% | 97,08% |
14/11/2024 | 0,85% | 94,68 % | 95,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 169 CHF | 236 169 CHF | 96,79% | 96,79% |
13/11/2024 | 0,84% | 94,01 % | 94,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 927 CHF | 237 927 CHF | 99,85% | 99,85% |
12/11/2024 | 0,83% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 572 CHF | 240 572 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 794 CHF | 240 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,00 % | 95,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 847 CHF | 240 847 CHF | 100,00% | 100,00% |