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% | 93,20 % | 94,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 292 CHF | 236 292 CHF | 99,92% | 99,92% |
19/11/2024 | 0,85% | 93,29 % | 94,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 061 CHF | 236 061 CHF | 99,72% | 99,72% |
18/11/2024 | 0,83% | 95,66 % | 96,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 627 CHF | 240 627 CHF | 99,94% | 99,94% |
15/11/2024 | 0,84% | 94,56 % | 95,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 303 CHF | 240 303 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,52 % | 97,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 497 CHF | 242 497 CHF | 99,94% | 99,94% |
13/11/2024 | 0,84% | 95,22 % | 96,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 151 CHF | 240 151 CHF | 99,74% | 99,74% |
12/11/2024 | 0,83% | 95,35 % | 96,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 427 CHF | 241 427 CHF | 99,93% | 99,93% |
11/11/2024 | 0,82% | 96,76 % | 97,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 746 CHF | 244 746 CHF | 99,99% | 99,99% |
08/11/2024 | 0,82% | 96,42 % | 97,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 777 CHF | 243 777 CHF | 99,83% | 99,83% |
07/11/2024 | 0,82% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 918 CHF | 244 918 CHF | 100,00% | 100,00% |