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% | 93,12 % | 93,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 296 CHF | 236 296 CHF | 99,91% | 99,91% |
19/11/2024 | 0,85% | 92,76 % | 93,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 353 CHF | 235 353 CHF | 98,28% | 98,28% |
18/11/2024 | 0,83% | 96,12 % | 96,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 691 CHF | 241 691 CHF | 99,99% | 99,99% |
15/11/2024 | 0,83% | 94,57 % | 95,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 998 CHF | 240 998 CHF | 99,99% | 99,99% |
14/11/2024 | 0,82% | 97,04 % | 97,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 622 CHF | 243 622 CHF | 99,95% | 99,95% |
13/11/2024 | 0,83% | 95,32 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 768 CHF | 240 768 CHF | 99,68% | 99,68% |
12/11/2024 | 0,83% | 95,84 % | 96,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 938 CHF | 242 938 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,59 % | 98,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 066 CHF | 247 066 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 508 CHF | 246 508 CHF | 99,85% | 99,85% |
07/11/2024 | 0,81% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 581 CHF | 247 581 CHF | 99,92% | 99,92% |