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% | 84,93 % | 85,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 130 CHF | 215 130 CHF | 99,86% | 99,86% |
19/11/2024 | 0,95% | 84,73 % | 85,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 565 CHF | 212 565 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 84,81 % | 85,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 481 CHF | 213 481 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 85,01 % | 85,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 881 CHF | 213 881 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 83,90 % | 84,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 906 CHF | 209 906 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 82,26 % | 83,06 % | 250 000 | 247 000 | 250 000 | 249 809 | 205 447 CHF | 207 289 CHF | 99,99% | 99,99% |
12/11/2024 | 0,96% | 82,65 % | 83,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 219 CHF | 209 219 CHF | 99,98% | 99,98% |
11/11/2024 | 0,93% | 84,39 % | 85,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 265 CHF | 215 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 83,84 % | 84,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 275 CHF | 207 275 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 84,51 % | 85,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 941 CHF | 211 941 CHF | 100,00% | 100,00% |