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 | 0,87% | 91,53 % | 92,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 526 CHF | 231 526 CHF | 99,91% | 99,91% |
19/11/2024 | 0,88% | 91,00 % | 91,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 507 CHF | 228 507 CHF | 99,84% | 99,84% |
18/11/2024 | 0,86% | 93,54 % | 94,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 808 CHF | 233 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,05 % | 94,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 755 CHF | 237 755 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 94,45 % | 95,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 782 CHF | 235 782 CHF | 99,05% | 99,05% |
13/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 836 CHF | 242 836 CHF | 99,99% | 99,99% |
12/11/2024 | 0,82% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 354 CHF | 244 354 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 363 CHF | 246 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 033 CHF | 246 033 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 763 CHF | 247 763 CHF | 100,00% | 100,00% |