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 | 0,83% | 95,19 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 145 CHF | 241 145 CHF | 99,99% | 99,99% |
19/11/2024 | 0,83% | 95,29 % | 96,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 591 CHF | 240 591 CHF | 99,59% | 99,59% |
18/11/2024 | 0,83% | 96,24 % | 97,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 803 CHF | 242 803 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,05 % | 96,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 171 CHF | 243 171 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 139 CHF | 245 139 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,02 % | 97,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 704 CHF | 244 704 CHF | 99,65% | 99,65% |
12/11/2024 | 0,82% | 97,04 % | 97,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 897 CHF | 244 897 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 142 CHF | 246 142 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,13 % | 97,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 082 CHF | 245 082 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,20 % | 98,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 466 CHF | 245 466 CHF | 99,98% | 99,98% |