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 | 0,87% | 91,33 % | 92,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 823 CHF | 230 823 CHF | 99,98% | 99,98% |
19/11/2024 | 0,87% | 91,09 % | 91,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 483 CHF | 230 483 CHF | 99,89% | 99,89% |
18/11/2024 | 0,89% | 90,54 % | 91,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 967 CHF | 226 967 CHF | 99,95% | 99,95% |
15/11/2024 | 0,90% | 89,22 % | 90,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 334 CHF | 224 334 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 89,10 % | 89,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 540 CHF | 223 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 89,66 % | 90,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 118 CHF | 228 118 CHF | 99,86% | 99,86% |
12/11/2024 | 0,88% | 90,34 % | 91,14 % | 250 000 | 238 000 | 250 000 | 241 014 | 227 574 CHF | 221 324 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 92,17 % | 92,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 649 CHF | 236 649 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,93 % | 95,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 156 CHF | 239 156 CHF | 99,89% | 99,89% |
07/11/2024 | 0,84% | 94,84 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 014 CHF | 238 014 CHF | 99,67% | 99,67% |