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% | 90,29 % | 91,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 563 CHF | 228 563 CHF | 99,94% | 99,94% |
19/11/2024 | 0,88% | 90,22 % | 91,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 426 CHF | 228 426 CHF | 99,93% | 99,93% |
18/11/2024 | 0,87% | 91,58 % | 92,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 852 CHF | 230 852 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 91,57 % | 92,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 626 CHF | 232 626 CHF | 99,98% | 99,98% |
14/11/2024 | 0,87% | 92,64 % | 93,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 067 CHF | 232 067 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 91,28 % | 92,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 028 CHF | 231 028 CHF | 99,69% | 99,69% |
12/11/2024 | 0,86% | 92,08 % | 92,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 065 CHF | 234 065 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,62 % | 94,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 999 CHF | 235 999 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,56 % | 93,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 565 CHF | 236 565 CHF | 99,87% | 99,87% |
07/11/2024 | 0,85% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 202 CHF | 237 202 CHF | 100,00% | 100,00% |