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% | 91,63 % | 92,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 399 CHF | 232 399 CHF | 99,92% | 99,92% |
19/11/2024 | 0,86% | 91,81 % | 92,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 253 CHF | 232 253 CHF | 99,81% | 99,81% |
18/11/2024 | 0,85% | 94,05 % | 94,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 601 CHF | 236 601 CHF | 99,92% | 99,92% |
15/11/2024 | 0,85% | 93,04 % | 93,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 328 CHF | 236 328 CHF | 99,97% | 99,97% |
14/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 998 CHF | 241 998 CHF | 99,94% | 99,94% |
13/11/2024 | 0,84% | 95,17 % | 95,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 013 CHF | 240 013 CHF | 99,74% | 99,74% |
12/11/2024 | 0,83% | 95,18 % | 95,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 941 CHF | 240 941 CHF | 99,97% | 99,97% |
11/11/2024 | 0,82% | 96,50 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 976 CHF | 243 976 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,23 % | 97,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 147 CHF | 243 147 CHF | 99,92% | 99,92% |
07/11/2024 | 0,82% | 96,54 % | 97,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 059 CHF | 244 059 CHF | 99,93% | 99,93% |