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% | 85,77 % | 86,57 % | 250 000 | 240 000 | 250 000 | 249 327 | 214 705 CHF | 216 121 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 85,39 % | 86,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 628 CHF | 216 628 CHF | 99,85% | 99,85% |
18/11/2024 | 0,90% | 88,45 % | 89,25 % | 250 000 | 239 000 | 250 000 | 242 336 | 221 705 CHF | 216 863 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,03 % | 89,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 247 CHF | 225 247 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 90,63 % | 91,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 272 CHF | 230 272 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 91,67 % | 92,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 420 CHF | 232 420 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 92,74 % | 93,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 143 CHF | 237 143 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 096 CHF | 237 096 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 93,02 % | 93,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 108 CHF | 231 108 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 90,41 % | 91,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 052 CHF | 227 052 CHF | 99,98% | 99,98% |