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% | 87,77 % | 88,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 534 CHF | 222 534 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 88,45 % | 89,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 934 CHF | 222 934 CHF | 99,87% | 99,87% |
18/11/2024 | 0,89% | 89,38 % | 90,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 160 CHF | 225 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,68 % | 90,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 791 CHF | 226 791 CHF | 99,98% | 99,98% |
14/11/2024 | 0,89% | 90,00 % | 90,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 330 CHF | 226 330 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,80 % | 90,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 817 CHF | 226 817 CHF | 99,97% | 99,97% |
12/11/2024 | 0,88% | 90,53 % | 91,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 091 CHF | 229 091 CHF | 99,99% | 99,99% |
11/11/2024 | 0,86% | 91,98 % | 92,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 886 CHF | 232 886 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 92,17 % | 92,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 927 CHF | 231 927 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,88 % | 93,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 865 CHF | 233 865 CHF | 100,00% | 100,00% |