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 | 0,86% | 92,28 % | 93,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 873 CHF | 233 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 92,44 % | 93,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 380 CHF | 233 380 CHF | 99,88% | 99,88% |
18/11/2024 | 0,85% | 93,08 % | 93,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 249 CHF | 235 249 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,63 % | 94,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 770 CHF | 236 770 CHF | 99,98% | 99,98% |
14/11/2024 | 0,84% | 95,25 % | 96,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 568 CHF | 239 568 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,34 % | 96,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 830 CHF | 240 830 CHF | 99,76% | 99,76% |
12/11/2024 | 0,83% | 95,29 % | 96,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 547 CHF | 240 547 CHF | 99,99% | 99,99% |
11/11/2024 | 0,83% | 95,96 % | 96,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 814 CHF | 241 814 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 514 CHF | 240 514 CHF | 99,99% | 99,99% |
07/11/2024 | 0,83% | 95,85 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 383 CHF | 241 383 CHF | 100,00% | 100,00% |