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 | 0,91% | 86,74 % | 87,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 405 CHF | 221 405 CHF | 99,97% | 99,97% |
19/11/2024 | 0,91% | 88,33 % | 89,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 937 CHF | 221 937 CHF | 99,72% | 99,72% |
18/11/2024 | 0,91% | 88,58 % | 89,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 945 CHF | 221 945 CHF | 99,98% | 99,98% |
15/11/2024 | 0,88% | 89,16 % | 89,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 440 CHF | 228 440 CHF | 99,97% | 99,97% |
14/11/2024 | 0,86% | 92,15 % | 92,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 843 CHF | 232 843 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 91,71 % | 92,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 718 CHF | 231 718 CHF | 99,66% | 99,66% |
12/11/2024 | 0,85% | 92,82 % | 93,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 032 CHF | 236 032 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 193 CHF | 237 193 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,09 % | 93,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 378 CHF | 234 378 CHF | 99,93% | 99,93% |
07/11/2024 | 0,85% | 93,19 % | 93,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 996 CHF | 234 996 CHF | 100,00% | 100,00% |