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 | 0,87% | 91,56 % | 92,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 422 CHF | 231 422 CHF | 99,95% | 99,95% |
19/11/2024 | 0,87% | 91,44 % | 92,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 079 CHF | 231 079 CHF | 99,80% | 99,80% |
18/11/2024 | 0,86% | 92,32 % | 93,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 517 CHF | 232 517 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,30 % | 93,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 738 CHF | 233 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,08 % | 94,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 642 CHF | 237 642 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,53 % | 95,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 167 CHF | 238 167 CHF | 99,86% | 99,86% |
12/11/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 592 CHF | 239 592 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,78 % | 96,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 805 CHF | 241 805 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,60 % | 96,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 972 CHF | 241 972 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 430 CHF | 243 430 CHF | 100,00% | 100,00% |