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% | 88,64 % | 89,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 699 CHF | 225 699 CHF | 99,97% | 99,97% |
19/11/2024 | 0,89% | 89,34 % | 90,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 612 CHF | 225 612 CHF | 99,88% | 99,88% |
18/11/2024 | 0,88% | 90,33 % | 91,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 863 CHF | 228 863 CHF | 99,97% | 99,97% |
15/11/2024 | 0,87% | 91,39 % | 92,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 559 CHF | 231 559 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,43 % | 95,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 980 CHF | 236 980 CHF | 99,90% | 99,90% |
13/11/2024 | 0,84% | 94,93 % | 95,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 141 CHF | 240 141 CHF | 99,85% | 99,85% |
12/11/2024 | 0,84% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 509 CHF | 239 509 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,28 % | 97,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 661 CHF | 242 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 94,99 % | 95,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 750 CHF | 240 750 CHF | 99,91% | 99,91% |
07/11/2024 | 0,83% | 96,61 % | 97,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 161 CHF | 243 161 CHF | 99,94% | 99,94% |