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 | 0,89% | 89,10 % | 89,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 454 CHF | 225 454 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 89,25 % | 90,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 685 CHF | 225 685 CHF | 99,63% | 99,63% |
18/11/2024 | 0,89% | 90,11 % | 90,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 478 CHF | 226 478 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,53 % | 90,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 650 CHF | 225 650 CHF | 99,97% | 99,97% |
14/11/2024 | 0,90% | 88,84 % | 89,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 577 CHF | 223 577 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 86,91 % | 87,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 025 CHF | 219 025 CHF | 99,91% | 99,91% |
12/11/2024 | 0,91% | 86,57 % | 87,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 363 CHF | 220 363 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 87,82 % | 88,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 380 CHF | 222 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,76 % | 88,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 404 CHF | 223 404 CHF | 99,94% | 99,94% |
07/11/2024 | 0,89% | 89,47 % | 90,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 412 CHF | 226 412 CHF | 99,97% | 99,97% |