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% | 88,76 % | 89,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 014 CHF | 226 014 CHF | 99,85% | 99,85% |
19/11/2024 | 0,89% | 89,83 % | 90,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 375 CHF | 226 375 CHF | 99,86% | 99,86% |
18/11/2024 | 0,88% | 90,75 % | 91,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 831 CHF | 227 831 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,33 % | 92,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 521 CHF | 231 521 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,29 % | 93,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 825 CHF | 231 825 CHF | 99,96% | 99,96% |
13/11/2024 | 0,87% | 91,09 % | 91,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 945 CHF | 229 945 CHF | 99,88% | 99,88% |
12/11/2024 | 0,86% | 91,84 % | 92,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 722 CHF | 232 722 CHF | 99,94% | 99,94% |
11/11/2024 | 0,85% | 93,19 % | 93,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 269 CHF | 236 269 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,79 % | 93,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 508 CHF | 232 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 397 CHF | 235 397 CHF | 100,00% | 100,00% |