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% | 85,32 % | 86,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 198 CHF | 217 198 CHF | 99,94% | 99,94% |
19/11/2024 | 0,93% | 84,99 % | 85,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 021 CHF | 215 021 CHF | 99,73% | 99,73% |
18/11/2024 | 0,91% | 87,45 % | 88,25 % | 250 000 | 240 000 | 250 000 | 240 065 | 218 041 CHF | 211 297 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 86,78 % | 87,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 333 CHF | 221 333 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 88,83 % | 89,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 285 CHF | 222 285 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 87,10 % | 87,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 093 CHF | 219 093 CHF | 99,98% | 99,98% |
12/11/2024 | 0,86% | 91,01 % | 91,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 956 CHF | 232 956 CHF | 99,95% | 99,95% |
11/11/2024 | 0,84% | 94,19 % | 94,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 038 CHF | 238 038 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,29 % | 94,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 884 CHF | 236 884 CHF | 99,93% | 99,93% |
07/11/2024 | 0,83% | 95,66 % | 96,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 438 CHF | 241 438 CHF | 99,92% | 99,92% |