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% | 91,53 % | 92,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 718 CHF | 231 718 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 91,48 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 101 CHF | 231 101 CHF | 99,89% | 99,89% |
18/11/2024 | 0,88% | 90,87 % | 91,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 272 CHF | 228 272 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,03 % | 90,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 917 CHF | 227 917 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 90,34 % | 91,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 893 CHF | 226 893 CHF | 99,93% | 99,93% |
13/11/2024 | 0,87% | 90,84 % | 91,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 535 CHF | 230 535 CHF | 99,93% | 99,93% |
12/11/2024 | 0,87% | 91,30 % | 92,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 847 CHF | 231 847 CHF | 99,99% | 99,99% |
11/11/2024 | 0,84% | 93,08 % | 93,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 111 CHF | 238 111 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,10 % | 95,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 007 CHF | 241 007 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 712 CHF | 240 712 CHF | 99,63% | 99,63% |