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 | 0,88% | 90,24 % | 91,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 549 CHF | 229 549 CHF | 99,83% | 99,83% |
19/11/2024 | 0,88% | 90,26 % | 91,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 525 CHF | 228 525 CHF | 99,59% | 99,59% |
18/11/2024 | 0,86% | 92,95 % | 93,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 100 CHF | 234 100 CHF | 99,99% | 99,99% |
15/11/2024 | 0,86% | 91,96 % | 92,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 583 CHF | 234 583 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,72 % | 95,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 999 CHF | 237 999 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,16 % | 93,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 342 CHF | 235 342 CHF | 99,88% | 99,88% |
12/11/2024 | 0,85% | 93,52 % | 94,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 114 CHF | 237 114 CHF | 99,95% | 99,95% |
11/11/2024 | 0,83% | 95,13 % | 95,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 914 CHF | 240 914 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 671 CHF | 239 671 CHF | 99,84% | 99,84% |
07/11/2024 | 0,83% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 735 CHF | 240 735 CHF | 99,99% | 99,99% |