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 | 0,90% | 88,17 % | 88,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 921 CHF | 223 921 CHF | 99,89% | 99,89% |
19/11/2024 | 0,90% | 88,06 % | 88,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 841 CHF | 222 841 CHF | 99,94% | 99,94% |
18/11/2024 | 0,91% | 88,41 % | 89,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 900 CHF | 221 900 CHF | 99,91% | 99,91% |
15/11/2024 | 0,89% | 87,74 % | 88,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 734 CHF | 226 734 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 91,02 % | 91,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 510 CHF | 230 510 CHF | 85,97% | 85,97% |
13/11/2024 | 0,86% | 91,14 % | 91,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 203 CHF | 233 203 CHF | 99,90% | 99,90% |
12/11/2024 | 0,85% | 92,28 % | 93,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 838 CHF | 235 838 CHF | 99,94% | 99,94% |
11/11/2024 | 0,84% | 94,12 % | 94,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 206 CHF | 239 206 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,35 % | 96,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 863 CHF | 239 863 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,16 % | 95,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 035 CHF | 240 035 CHF | 100,00% | 100,00% |