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 | 0,85% | 92,58 % | 93,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 098 CHF | 235 098 CHF | 99,90% | 99,90% |
19/11/2024 | 0,86% | 92,53 % | 93,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 761 CHF | 233 761 CHF | 99,07% | 99,07% |
18/11/2024 | 0,85% | 94,29 % | 95,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 675 CHF | 237 675 CHF | 99,98% | 99,98% |
15/11/2024 | 0,84% | 93,58 % | 94,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 037 CHF | 238 037 CHF | 99,89% | 99,89% |
14/11/2024 | 0,83% | 95,97 % | 96,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 315 CHF | 241 315 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,92 % | 95,72 % | 225 000 | 250 000 | 228 117 | 250 000 | 216 809 CHF | 239 602 CHF | 99,86% | 99,86% |
12/11/2024 | 0,83% | 95,19 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 685 CHF | 240 685 CHF | 99,98% | 99,98% |
11/11/2024 | 0,83% | 96,20 % | 97,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 358 CHF | 243 358 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,85 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 329 CHF | 242 329 CHF | 99,69% | 99,69% |
07/11/2024 | 0,83% | 96,24 % | 97,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 212 CHF | 243 212 CHF | 99,89% | 99,89% |