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% | 88,40 % | 89,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 867 CHF | 224 867 CHF | 99,96% | 99,96% |
19/11/2024 | 0,90% | 88,49 % | 89,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 316 CHF | 224 316 CHF | 99,70% | 99,70% |
18/11/2024 | 0,88% | 90,31 % | 91,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 034 CHF | 227 034 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,24 % | 90,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 299 CHF | 225 299 CHF | 99,98% | 99,98% |
14/11/2024 | 0,88% | 91,32 % | 92,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 165 CHF | 227 165 CHF | 99,97% | 99,97% |
13/11/2024 | 0,88% | 90,60 % | 91,40 % | 250 000 | 247 000 | 250 000 | 249 033 | 226 783 CHF | 227 902 CHF | 99,94% | 99,94% |
12/11/2024 | 0,87% | 90,12 % | 90,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 623 CHF | 229 623 CHF | 99,97% | 99,97% |
11/11/2024 | 0,86% | 92,72 % | 93,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 756 CHF | 234 756 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,04 % | 91,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 295 CHF | 231 295 CHF | 99,75% | 99,75% |
07/11/2024 | 0,86% | 92,69 % | 93,49 % | 250 000 | 245 000 | 250 000 | 245 534 | 232 829 CHF | 230 634 CHF | 99,97% | 99,97% |