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 | 0,89% | 88,92 % | 89,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 827 CHF | 224 827 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 89,25 % | 90,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 564 CHF | 224 564 CHF | 99,74% | 99,74% |
18/11/2024 | 0,89% | 89,81 % | 90,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 695 CHF | 225 695 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 89,84 % | 90,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 202 CHF | 227 202 CHF | 99,97% | 99,97% |
14/11/2024 | 0,88% | 91,57 % | 92,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 370 CHF | 229 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,50 % | 91,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 080 CHF | 228 080 CHF | 99,88% | 99,88% |
12/11/2024 | 0,87% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 506 CHF | 230 506 CHF | 99,95% | 99,95% |
11/11/2024 | 0,86% | 92,05 % | 92,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 287 CHF | 232 287 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,74 % | 92,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 765 CHF | 231 765 CHF | 99,93% | 99,93% |
07/11/2024 | 0,86% | 91,78 % | 92,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 074 CHF | 233 074 CHF | 99,93% | 99,93% |