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% | 93,25 % | 94,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 179 CHF | 235 179 CHF | 99,99% | 99,99% |
19/11/2024 | 0,85% | 93,73 % | 94,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 088 CHF | 236 088 CHF | 99,82% | 99,82% |
18/11/2024 | 0,84% | 94,59 % | 95,39 % | 225 000 | 250 000 | 239 730 | 250 000 | 227 404 CHF | 239 123 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,77 % | 95,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 654 CHF | 238 654 CHF | 99,93% | 99,93% |
14/11/2024 | 0,85% | 94,05 % | 94,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 261 CHF | 235 261 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 92,24 % | 93,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 353 CHF | 231 353 CHF | 99,77% | 99,77% |
12/11/2024 | 0,87% | 90,56 % | 91,36 % | 199 000 | 250 000 | 233 212 | 250 000 | 212 632 CHF | 229 918 CHF | 90,11% | 99,94% |
11/11/2024 | 0,85% | 93,36 % | 94,05 % | 250 000 | 250 000 | 245 091 | 250 000 | 228 414 CHF | 234 986 CHF | 37,95% | 100,00% |
08/11/2024 | 0,85% | 92,93 % | 93,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 033 CHF | 237 033 CHF | 99,94% | 99,94% |
07/11/2024 | 0,83% | 96,59 % | 97,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 114 CHF | 243 114 CHF | 100,00% | 100,00% |