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% | 95,19 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 302 CHF | 240 302 CHF | 99,95% | 99,95% |
19/11/2024 | 0,83% | 95,65 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 829 CHF | 240 829 CHF | 99,95% | 99,95% |
18/11/2024 | 0,83% | 96,36 % | 97,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 262 CHF | 243 262 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,36 % | 97,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 751 CHF | 242 751 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,94 % | 96,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 172 CHF | 240 172 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 94,48 % | 95,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 055 CHF | 237 055 CHF | 99,84% | 99,84% |
12/11/2024 | 0,85% | 93,13 % | 93,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 956 CHF | 235 956 CHF | 99,94% | 99,94% |
11/11/2024 | 0,84% | 95,32 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 362 CHF | 240 362 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 199 CHF | 241 199 CHF | 99,90% | 99,90% |
07/11/2024 | 0,82% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 856 CHF | 245 856 CHF | 100,00% | 100,00% |