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 | 0,86% | 92,87 % | 93,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 862 CHF | 234 862 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 93,33 % | 94,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 741 CHF | 233 741 CHF | 99,85% | 99,85% |
18/11/2024 | 0,87% | 92,12 % | 92,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 034 CHF | 230 034 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,45 % | 91,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 965 CHF | 227 965 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 89,01 % | 89,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 458 CHF | 224 458 CHF | 99,95% | 99,95% |
13/11/2024 | 0,89% | 89,63 % | 90,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 948 CHF | 226 948 CHF | 99,93% | 99,93% |
12/11/2024 | 0,88% | 89,86 % | 90,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 247 CHF | 228 247 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,13 % | 91,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 707 CHF | 230 707 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,56 % | 92,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 950 CHF | 231 950 CHF | 99,99% | 99,99% |
07/11/2024 | 0,86% | 92,96 % | 93,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 098 CHF | 234 098 CHF | 99,70% | 99,70% |