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 | 0,95% | 83,44 % | 84,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 288 CHF | 212 288 CHF | 99,98% | 99,98% |
19/11/2024 | 0,95% | 83,88 % | 84,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 101 CHF | 212 101 CHF | 99,80% | 99,80% |
18/11/2024 | 0,93% | 85,83 % | 86,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 433 CHF | 216 433 CHF | 99,97% | 99,97% |
15/11/2024 | 0,92% | 85,65 % | 86,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 787 CHF | 217 787 CHF | 99,98% | 99,98% |
14/11/2024 | 0,90% | 88,75 % | 89,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 018 CHF | 222 018 CHF | 99,94% | 99,94% |
13/11/2024 | 0,91% | 87,71 % | 88,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 696 CHF | 221 696 CHF | 99,57% | 99,57% |
12/11/2024 | 0,90% | 87,84 % | 88,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 919 CHF | 222 919 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 89,84 % | 90,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 185 CHF | 227 185 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 89,06 % | 89,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 124 CHF | 226 124 CHF | 99,89% | 99,89% |
07/11/2024 | 0,88% | 90,26 % | 91,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 908 CHF | 228 908 CHF | 99,91% | 99,91% |