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% | 87,10 % | 87,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 711 CHF | 220 711 CHF | 99,86% | 99,86% |
19/11/2024 | 0,92% | 86,42 % | 87,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 393 CHF | 218 393 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 87,60 % | 88,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 169 CHF | 221 169 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 87,89 % | 88,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 859 CHF | 221 859 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 87,68 % | 88,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 654 CHF | 219 654 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 86,04 % | 86,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 181 CHF | 217 181 CHF | 99,98% | 99,98% |
12/11/2024 | 0,92% | 85,36 % | 86,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 195 CHF | 218 195 CHF | 99,97% | 99,97% |
11/11/2024 | 0,90% | 88,70 % | 89,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 837 CHF | 222 837 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 86,83 % | 87,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 358 CHF | 222 358 CHF | 99,93% | 99,93% |
07/11/2024 | 0,88% | 91,18 % | 91,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 411 CHF | 229 411 CHF | 100,00% | 100,00% |