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% | 92,54 % | 93,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 636 CHF | 234 636 CHF | 99,97% | 99,97% |
19/11/2024 | 0,86% | 92,66 % | 93,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 394 CHF | 234 394 CHF | 98,47% | 98,47% |
18/11/2024 | 0,84% | 94,81 % | 95,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 342 CHF | 238 342 CHF | 99,97% | 99,97% |
15/11/2024 | 0,84% | 93,72 % | 94,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 104 CHF | 238 104 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,50 % | 96,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 184 CHF | 240 184 CHF | 99,95% | 99,95% |
13/11/2024 | 0,84% | 94,45 % | 95,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 214 CHF | 238 214 CHF | 99,92% | 99,92% |
12/11/2024 | 0,84% | 94,49 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 166 CHF | 239 166 CHF | 99,99% | 99,99% |
11/11/2024 | 0,83% | 95,62 % | 96,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 940 CHF | 241 940 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,46 % | 96,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 295 CHF | 241 295 CHF | 99,89% | 99,89% |
07/11/2024 | 0,83% | 95,69 % | 96,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 885 CHF | 241 885 CHF | 99,88% | 99,88% |