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 | 0,94% | 83,96 % | 84,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 857 CHF | 212 857 CHF | 99,91% | 99,91% |
19/11/2024 | 0,94% | 84,23 % | 85,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 369 CHF | 213 369 CHF | 99,81% | 99,81% |
18/11/2024 | 0,92% | 86,61 % | 87,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 972 CHF | 217 972 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 85,61 % | 86,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 756 CHF | 217 756 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 87,27 % | 88,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 016 CHF | 219 016 CHF | 99,83% | 99,83% |
13/11/2024 | 0,93% | 85,76 % | 86,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 679 CHF | 216 679 CHF | 99,94% | 99,94% |
12/11/2024 | 0,92% | 86,14 % | 86,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 278 CHF | 218 278 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 87,64 % | 88,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 136 CHF | 222 136 CHF | 99,99% | 99,99% |
08/11/2024 | 0,90% | 87,67 % | 88,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 034 CHF | 222 034 CHF | 99,73% | 99,73% |
07/11/2024 | 0,90% | 88,16 % | 88,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 515 CHF | 223 515 CHF | 99,97% | 99,97% |