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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,90% | 89,14 % | 89,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 126 CHF | 223 126 CHF | 99,79% | 99,79% |
20/11/2024 | 0,91% | 86,16 % | 86,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 009 CHF | 220 009 CHF | 99,97% | 99,97% |
19/11/2024 | 0,92% | 86,45 % | 87,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 351 CHF | 218 351 CHF | 99,74% | 99,74% |
18/11/2024 | 0,90% | 88,89 % | 89,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 801 CHF | 223 801 CHF | 99,99% | 99,99% |
15/11/2024 | 0,90% | 88,35 % | 89,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 385 CHF | 223 385 CHF | 99,91% | 99,91% |
14/11/2024 | 0,88% | 92,37 % | 93,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 397 CHF | 228 397 CHF | 99,97% | 99,97% |
13/11/2024 | 0,87% | 91,07 % | 91,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 118 CHF | 230 118 CHF | 99,51% | 99,51% |
12/11/2024 | 0,88% | 90,44 % | 91,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 502 CHF | 229 502 CHF | 20,75% | 20,75% |
11/11/2024 | 0,84% | 94,15 % | 94,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 290 CHF | 238 290 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,23 % | 94,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 142 CHF | 237 142 CHF | 99,88% | 99,88% |