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 | 0,84% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 373 CHF | 238 373 CHF | 99,99% | 99,99% |
19/11/2024 | 0,84% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 307 CHF | 240 307 CHF | 99,94% | 99,94% |
18/11/2024 | 0,82% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 332 CHF | 244 332 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 207 CHF | 245 207 CHF | 99,98% | 99,98% |
14/11/2024 | 0,82% | 97,19 % | 97,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 906 CHF | 244 906 CHF | 99,84% | 99,84% |
13/11/2024 | 0,82% | 97,31 % | 98,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 435 CHF | 245 435 CHF | 99,76% | 99,76% |
12/11/2024 | 0,82% | 97,32 % | 98,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 890 CHF | 244 890 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 681 CHF | 244 681 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,78 % | 97,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 079 CHF | 243 079 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,57 % | 97,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 119 CHF | 243 119 CHF | 99,98% | 99,98% |