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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,86% | 92,49 % | 93,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 935 CHF | 232 935 CHF | 99,97% | 99,97% |
20/11/2024 | 0,86% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 789 CHF | 234 789 CHF | 99,86% | 99,86% |
19/11/2024 | 0,85% | 93,55 % | 94,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 592 CHF | 235 592 CHF | 99,60% | 99,60% |
18/11/2024 | 0,84% | 94,60 % | 95,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 099 CHF | 239 099 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,30 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 316 CHF | 237 316 CHF | 99,98% | 99,98% |
14/11/2024 | 0,86% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 666 CHF | 234 666 CHF | 99,97% | 99,97% |
13/11/2024 | 0,87% | 92,10 % | 92,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 227 CHF | 231 227 CHF | 99,76% | 99,76% |
12/11/2024 | 0,87% | 90,77 % | 91,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 051 CHF | 231 051 CHF | 99,94% | 99,94% |
11/11/2024 | 0,85% | 93,27 % | 94,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 591 CHF | 235 591 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 682 CHF | 236 682 CHF | 99,97% | 99,97% |