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 | 0,83% | 95,26 % | 96,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 866 CHF | 240 866 CHF | 99,92% | 99,92% |
19/11/2024 | 0,83% | 95,34 % | 96,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 053 CHF | 241 053 CHF | 99,65% | 99,65% |
18/11/2024 | 0,82% | 97,31 % | 98,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 912 CHF | 244 912 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,53 % | 97,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 666 CHF | 244 666 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,86 % | 98,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 557 CHF | 245 557 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,57 % | 97,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 704 CHF | 243 704 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,82 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 970 CHF | 244 970 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,12 % | 98,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 050 CHF | 248 050 CHF | 99,91% | 99,91% |
08/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 682 CHF | 247 682 CHF | 99,83% | 99,83% |
07/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 899 CHF | 248 899 CHF | 99,95% | 99,95% |