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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,87% | 92,13 % | 92,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 348 CHF | 231 348 CHF | 99,25% | 99,25% |
22/11/2024 | 0,88% | 91,33 % | 92,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 363 CHF | 229 363 CHF | 100,00% | 100,00% |
20/11/2024 | 0,87% | 91,30 % | 92,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 315 CHF | 231 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 91,92 % | 92,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 299 CHF | 232 299 CHF | 99,69% | 99,69% |
18/11/2024 | 0,85% | 93,60 % | 94,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 616 CHF | 236 616 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,01 % | 94,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 952 CHF | 236 952 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,58 % | 94,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 213 CHF | 234 213 CHF | 99,97% | 99,97% |
13/11/2024 | 0,87% | 92,10 % | 92,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 486 CHF | 231 486 CHF | 99,99% | 99,99% |
12/11/2024 | 0,86% | 91,34 % | 92,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 494 CHF | 232 494 CHF | 99,98% | 99,98% |
11/11/2024 | 0,85% | 93,95 % | 94,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 023 CHF | 237 023 CHF | 100,00% | 100,00% |