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% | 94,79 % | 95,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 281 CHF | 240 281 CHF | 99,93% | 99,93% |
19/11/2024 | 0,84% | 94,68 % | 95,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 436 CHF | 239 436 CHF | 99,70% | 99,70% |
18/11/2024 | 0,83% | 96,63 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 207 CHF | 243 207 CHF | 99,97% | 99,97% |
15/11/2024 | 0,83% | 95,58 % | 96,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 995 CHF | 242 995 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,53 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 508 CHF | 245 508 CHF | 99,97% | 99,97% |
13/11/2024 | 0,83% | 96,44 % | 97,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 376 CHF | 243 376 CHF | 99,81% | 99,81% |
12/11/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 526 CHF | 244 526 CHF | 99,90% | 99,90% |
11/11/2024 | 0,81% | 97,74 % | 98,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 120 CHF | 247 120 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,56 % | 98,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 654 CHF | 246 654 CHF | 99,82% | 99,82% |
07/11/2024 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 361 CHF | 247 361 CHF | 99,99% | 99,99% |