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% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 221 CHF | 236 221 CHF | 99,88% | 99,88% |
19/11/2024 | 0,85% | 93,33 % | 94,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 942 CHF | 235 942 CHF | 99,63% | 99,63% |
18/11/2024 | 0,84% | 94,97 % | 95,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 519 CHF | 239 519 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 800 CHF | 239 800 CHF | 99,94% | 99,94% |
14/11/2024 | 0,83% | 96,28 % | 97,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 844 CHF | 241 844 CHF | 99,97% | 99,97% |
13/11/2024 | 0,83% | 95,48 % | 96,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 956 CHF | 240 956 CHF | 99,88% | 99,88% |
12/11/2024 | 0,83% | 95,62 % | 96,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 666 CHF | 241 666 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,58 % | 97,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 088 CHF | 244 088 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 209 CHF | 243 209 CHF | 99,99% | 99,99% |
07/11/2024 | 0,82% | 96,58 % | 97,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 898 CHF | 243 898 CHF | 99,95% | 99,95% |