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% | 92,18 % | 92,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 623 CHF | 233 623 CHF | 99,77% | 99,77% |
19/11/2024 | 0,86% | 92,19 % | 92,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 402 CHF | 233 402 CHF | 99,29% | 99,29% |
18/11/2024 | 0,84% | 94,44 % | 95,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 788 CHF | 237 788 CHF | 99,99% | 99,99% |
15/11/2024 | 0,85% | 93,47 % | 94,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 383 CHF | 237 383 CHF | 99,99% | 99,99% |
14/11/2024 | 0,84% | 95,17 % | 95,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 932 CHF | 238 932 CHF | 99,95% | 99,95% |
13/11/2024 | 0,85% | 93,88 % | 94,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 976 CHF | 236 976 CHF | 99,76% | 99,76% |
12/11/2024 | 0,84% | 94,07 % | 94,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 294 CHF | 238 294 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,45 % | 96,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 426 CHF | 241 426 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,17 % | 95,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 527 CHF | 240 527 CHF | 99,95% | 99,95% |
07/11/2024 | 0,83% | 95,61 % | 96,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 650 CHF | 241 650 CHF | 99,93% | 99,93% |