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% | 89,55 % | 90,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 769 CHF | 226 769 CHF | 99,94% | 99,94% |
19/11/2024 | 0,88% | 89,71 % | 90,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 251 CHF | 227 251 CHF | 99,99% | 99,99% |
18/11/2024 | 0,90% | 89,20 % | 90,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 431 CHF | 223 431 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 87,61 % | 88,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 826 CHF | 220 826 CHF | 99,88% | 99,88% |
14/11/2024 | 0,91% | 87,59 % | 88,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 698 CHF | 219 698 CHF | 99,98% | 99,98% |
13/11/2024 | 0,90% | 88,17 % | 88,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 981 CHF | 223 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 88,33 % | 89,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 144 CHF | 223 144 CHF | 99,97% | 99,97% |
11/11/2024 | 0,87% | 89,65 % | 90,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 169 CHF | 232 169 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,96 % | 93,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 136 CHF | 235 136 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 93,39 % | 94,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 451 CHF | 233 451 CHF | 99,67% | 99,67% |