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 | 0,88% | 90,06 % | 90,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 726 CHF | 227 726 CHF | 99,97% | 99,97% |
19/11/2024 | 0,89% | 90,00 % | 90,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 044 CHF | 226 044 CHF | 99,81% | 99,81% |
18/11/2024 | 0,88% | 91,20 % | 92,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 261 CHF | 229 261 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,80 % | 92,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 554 CHF | 231 554 CHF | 99,99% | 99,99% |
14/11/2024 | 0,87% | 92,15 % | 92,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 130 CHF | 230 130 CHF | 99,05% | 99,05% |
13/11/2024 | 0,85% | 93,83 % | 94,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 125 CHF | 237 125 CHF | 99,80% | 99,80% |
12/11/2024 | 0,84% | 94,32 % | 95,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 888 CHF | 238 888 CHF | 99,99% | 99,99% |
11/11/2024 | 0,83% | 95,28 % | 96,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 745 CHF | 240 745 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,45 % | 96,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 094 CHF | 241 094 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 697 CHF | 244 697 CHF | 100,00% | 100,00% |