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 | 0,93% | 85,10 % | 85,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 780 CHF | 215 780 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 85,81 % | 86,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 318 CHF | 215 318 CHF | 99,94% | 99,94% |
18/11/2024 | 0,92% | 86,62 % | 87,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 647 CHF | 218 647 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 86,93 % | 87,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 089 CHF | 220 089 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 86,63 % | 87,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 747 CHF | 217 747 CHF | 99,97% | 99,97% |
13/11/2024 | 0,92% | 86,58 % | 87,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 892 CHF | 218 892 CHF | 99,99% | 99,99% |
12/11/2024 | 0,91% | 87,29 % | 88,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 595 CHF | 221 595 CHF | 99,98% | 99,98% |
11/11/2024 | 0,88% | 90,41 % | 91,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 789 CHF | 228 789 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 89,99 % | 90,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 212 CHF | 228 212 CHF | 99,92% | 99,92% |
07/11/2024 | 0,86% | 92,08 % | 92,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 602 CHF | 232 602 CHF | 99,99% | 99,99% |