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 | 226 658 CHF | 228 658 CHF | 99,88% | 99,88% |
19/11/2024 | 0,88% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 205 CHF | 229 205 CHF | 99,64% | 99,64% |
18/11/2024 | 0,88% | 91,30 % | 92,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 312 CHF | 229 312 CHF | 99,99% | 99,99% |
15/11/2024 | 0,86% | 91,73 % | 92,53 % | 250 000 | 248 000 | 250 000 | 249 431 | 231 072 CHF | 232 544 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,18 % | 93,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 979 CHF | 234 979 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,65 % | 93,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 987 CHF | 233 987 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,36 % | 94,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 253 CHF | 236 253 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 300 CHF | 237 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 772 CHF | 235 772 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 043 CHF | 236 043 CHF | 100,00% | 100,00% |