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% | 92,24 % | 93,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 529 CHF | 233 529 CHF | 99,92% | 99,92% |
19/11/2024 | 0,85% | 93,19 % | 93,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 983 CHF | 234 983 CHF | 99,79% | 99,79% |
18/11/2024 | 0,84% | 94,51 % | 95,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 191 CHF | 239 191 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,81 % | 95,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 269 CHF | 238 269 CHF | 99,94% | 99,94% |
14/11/2024 | 0,86% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 220 CHF | 234 220 CHF | 99,95% | 99,95% |
13/11/2024 | 0,87% | 91,71 % | 92,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 090 CHF | 230 090 CHF | 99,77% | 99,77% |
12/11/2024 | 0,87% | 90,41 % | 91,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 949 CHF | 229 949 CHF | 99,95% | 99,95% |
11/11/2024 | 0,86% | 93,03 % | 93,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 664 CHF | 234 664 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,57 % | 93,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 383 CHF | 236 383 CHF | 99,58% | 99,58% |
07/11/2024 | 0,82% | 96,85 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 749 CHF | 243 749 CHF | 99,93% | 99,93% |