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% | 87,33 % | 88,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 923 CHF | 220 923 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 87,38 % | 88,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 477 CHF | 221 477 CHF | 99,91% | 99,91% |
18/11/2024 | 0,89% | 89,44 % | 90,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 083 CHF | 226 083 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 88,35 % | 89,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 044 CHF | 227 044 CHF | 99,98% | 99,98% |
14/11/2024 | 0,88% | 91,03 % | 91,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 400 CHF | 229 400 CHF | 99,91% | 99,91% |
13/11/2024 | 0,88% | 90,13 % | 90,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 871 CHF | 227 871 CHF | 99,97% | 99,97% |
12/11/2024 | 0,87% | 90,69 % | 91,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 847 CHF | 229 847 CHF | 99,95% | 99,95% |
11/11/2024 | 0,86% | 92,15 % | 92,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 918 CHF | 232 918 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,03 % | 92,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 288 CHF | 232 288 CHF | 99,82% | 99,82% |
07/11/2024 | 0,86% | 92,37 % | 93,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 331 CHF | 234 331 CHF | 99,96% | 99,96% |