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 | 0,94% | 83,36 % | 84,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 934 CHF | 212 934 CHF | 99,99% | 99,99% |
19/11/2024 | 0,95% | 83,94 % | 84,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 464 CHF | 212 464 CHF | 99,63% | 99,63% |
18/11/2024 | 0,92% | 86,34 % | 87,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 307 CHF | 217 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 86,01 % | 86,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 633 CHF | 218 633 CHF | 93,23% | 93,23% |
14/11/2024 | 0,90% | 89,22 % | 90,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 098 CHF | 222 098 CHF | 99,97% | 99,97% |
13/11/2024 | 0,91% | 87,23 % | 88,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 471 CHF | 220 471 CHF | 99,72% | 99,72% |
12/11/2024 | 0,90% | 86,96 % | 87,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 167 CHF | 222 167 CHF | 99,97% | 99,97% |
11/11/2024 | 0,88% | 90,40 % | 91,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 586 CHF | 228 586 CHF | 99,73% | 99,73% |
08/11/2024 | 0,89% | 88,86 % | 89,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 243 CHF | 226 243 CHF | 99,81% | 99,81% |
07/11/2024 | 0,87% | 90,97 % | 91,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 979 CHF | 230 979 CHF | 99,97% | 99,97% |