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 | 0,55% | 91,44 % | 91,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 225 CHF | 227 475 CHF | 99,48% | 99,48% |
19/11/2024 | 0,55% | 90,16 % | 90,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 783 CHF | 226 033 CHF | 88,84% | 88,84% |
18/11/2024 | 0,57% | 88,18 % | 88,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 827 CHF | 220 077 CHF | 99,15% | 99,15% |
15/11/2024 | 0,57% | 86,41 % | 86,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 287 CHF | 218 537 CHF | 99,48% | 99,48% |
14/11/2024 | 0,58% | 87,22 % | 87,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 898 CHF | 215 148 CHF | 99,47% | 99,47% |
13/11/2024 | 0,57% | 86,41 % | 86,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 954 CHF | 220 204 CHF | 99,46% | 99,46% |
12/11/2024 | 0,57% | 87,66 % | 88,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 332 CHF | 220 582 CHF | 98,20% | 98,20% |
11/11/2024 | 0,54% | 89,20 % | 89,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 247 CHF | 230 497 CHF | 99,49% | 99,49% |
08/11/2024 | 0,54% | 93,03 % | 93,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 191 CHF | 233 441 CHF | 99,32% | 99,32% |
07/11/2024 | 0,54% | 93,68 % | 94,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 623 CHF | 233 873 CHF | 99,48% | 99,48% |