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% | 89,91 % | 90,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 452 CHF | 228 452 CHF | 99,98% | 99,98% |
19/11/2024 | 0,88% | 90,87 % | 91,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 756 CHF | 228 756 CHF | 99,90% | 99,90% |
18/11/2024 | 0,88% | 91,08 % | 91,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 819 CHF | 228 819 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,19 % | 91,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 706 CHF | 231 706 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,73 % | 93,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 461 CHF | 233 461 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,03 % | 92,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 320 CHF | 232 320 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,52 % | 93,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 277 CHF | 234 277 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,21 % | 94,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 455 CHF | 235 455 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,05 % | 93,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 383 CHF | 234 383 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 93,10 % | 93,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 816 CHF | 234 816 CHF | 100,00% | 100,00% |