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 | 0,90% | 87,45 % | 88,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 407 CHF | 222 407 CHF | 99,91% | 99,91% |
19/11/2024 | 0,89% | 89,23 % | 90,03 % | 250 000 | 240 000 | 250 000 | 246 333 | 223 877 CHF | 222 577 CHF | 99,77% | 99,77% |
18/11/2024 | 0,88% | 91,27 % | 92,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 250 CHF | 229 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,39 % | 91,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 148 CHF | 229 148 CHF | 99,99% | 99,99% |
14/11/2024 | 0,88% | 91,51 % | 92,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 784 CHF | 228 784 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,25 % | 90,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 491 CHF | 225 491 CHF | 99,82% | 99,82% |
12/11/2024 | 0,89% | 88,92 % | 89,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 612 CHF | 226 612 CHF | 99,99% | 99,99% |
11/11/2024 | 0,87% | 91,88 % | 92,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 545 CHF | 231 545 CHF | 99,99% | 99,99% |
08/11/2024 | 0,87% | 90,82 % | 91,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 937 CHF | 229 937 CHF | 99,87% | 99,87% |
07/11/2024 | 0,86% | 92,34 % | 93,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 963 CHF | 233 963 CHF | 99,99% | 99,99% |