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 | 0,88% | 89,51 % | 90,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 298 CHF | 228 298 CHF | 99,82% | 99,82% |
19/11/2024 | 0,89% | 89,60 % | 90,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 570 CHF | 226 570 CHF | 99,68% | 99,68% |
18/11/2024 | 0,88% | 91,36 % | 92,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 273 CHF | 229 273 CHF | 99,99% | 99,99% |
15/11/2024 | 0,89% | 89,99 % | 90,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 976 CHF | 226 976 CHF | 99,94% | 99,94% |
14/11/2024 | 0,88% | 92,76 % | 93,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 312 CHF | 229 312 CHF | 99,83% | 99,83% |
13/11/2024 | 0,87% | 91,77 % | 92,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 755 CHF | 231 755 CHF | 99,82% | 99,82% |
12/11/2024 | 0,87% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 120 CHF | 231 120 CHF | 20,81% | 20,81% |
11/11/2024 | 0,84% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 237 CHF | 240 237 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,32 % | 93,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 535 CHF | 234 535 CHF | 99,80% | 99,80% |
07/11/2024 | 0,84% | 94,33 % | 95,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 213 CHF | 239 213 CHF | 99,90% | 99,90% |