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% | 95,20 % | 96,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 634 CHF | 240 634 CHF | 99,97% | 99,97% |
19/11/2024 | 0,83% | 95,23 % | 96,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 685 CHF | 240 685 CHF | 99,81% | 99,81% |
18/11/2024 | 0,82% | 96,88 % | 97,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 857 CHF | 243 857 CHF | 99,97% | 99,97% |
15/11/2024 | 0,82% | 96,19 % | 96,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 662 CHF | 243 662 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,33 % | 98,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 523 CHF | 244 523 CHF | 99,98% | 99,98% |
13/11/2024 | 0,83% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 031 CHF | 243 031 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,54 % | 97,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 099 CHF | 244 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 601 CHF | 246 601 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,54 % | 98,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 320 CHF | 246 320 CHF | 99,92% | 99,92% |
07/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 206 CHF | 247 206 CHF | 99,98% | 99,98% |