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% | 90,37 % | 91,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 916 CHF | 228 916 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 90,70 % | 91,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 715 CHF | 229 715 CHF | 99,99% | 99,99% |
18/11/2024 | 0,87% | 91,81 % | 92,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 707 CHF | 231 707 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,15 % | 92,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 736 CHF | 232 736 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,82 % | 94,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 647 CHF | 236 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,94 % | 94,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 547 CHF | 235 547 CHF | 99,94% | 99,94% |
12/11/2024 | 0,84% | 93,67 % | 94,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 739 CHF | 237 739 CHF | 99,92% | 99,92% |
11/11/2024 | 0,84% | 95,17 % | 95,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 208 CHF | 240 208 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,92 % | 95,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 370 CHF | 240 370 CHF | 99,98% | 99,98% |
07/11/2024 | 0,82% | 96,37 % | 97,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 511 CHF | 243 511 CHF | 100,00% | 100,00% |