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% | 90,03 % | 90,83 % | 250 000 | 240 000 | 250 000 | 240 569 | 226 037 CHF | 219 433 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 90,23 % | 91,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 320 CHF | 228 320 CHF | 99,80% | 99,80% |
18/11/2024 | 0,88% | 91,18 % | 91,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 183 CHF | 229 183 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,70 % | 91,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 513 CHF | 228 513 CHF | 99,99% | 99,99% |
14/11/2024 | 0,89% | 89,72 % | 90,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 656 CHF | 225 656 CHF | 99,98% | 99,98% |
13/11/2024 | 0,91% | 87,17 % | 87,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 689 CHF | 219 689 CHF | 99,85% | 99,85% |
12/11/2024 | 0,91% | 86,78 % | 87,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 500 CHF | 221 500 CHF | 99,98% | 99,98% |
11/11/2024 | 0,90% | 88,35 % | 89,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 905 CHF | 223 905 CHF | 99,99% | 99,99% |
08/11/2024 | 0,89% | 88,34 % | 89,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 332 CHF | 225 332 CHF | 99,92% | 99,92% |
07/11/2024 | 0,88% | 90,53 % | 91,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 066 CHF | 229 066 CHF | 99,97% | 99,97% |