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% | 89,95 % | 90,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 816 CHF | 227 816 CHF | 99,91% | 99,91% |
19/11/2024 | 0,90% | 89,57 % | 90,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 981 CHF | 223 981 CHF | 99,80% | 99,80% |
18/11/2024 | 0,87% | 92,19 % | 92,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 683 CHF | 230 683 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,45 % | 94,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 840 CHF | 235 840 CHF | 99,97% | 99,97% |
14/11/2024 | 0,86% | 93,75 % | 94,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 297 CHF | 233 297 CHF | 98,81% | 98,81% |
13/11/2024 | 0,82% | 96,60 % | 97,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 738 CHF | 243 738 CHF | 99,83% | 99,83% |
12/11/2024 | 0,82% | 96,74 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 545 CHF | 245 545 CHF | 99,99% | 99,99% |
11/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 895 CHF | 247 895 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 370 CHF | 247 370 CHF | 99,95% | 99,95% |
07/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 967 CHF | 249 967 CHF | 100,00% | 100,00% |