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% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 249 CHF | 236 249 CHF | 99,91% | 99,91% |
19/11/2024 | 0,86% | 93,28 % | 94,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 254 CHF | 234 254 CHF | 99,96% | 99,96% |
18/11/2024 | 0,86% | 93,26 % | 94,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 512 CHF | 234 512 CHF | 99,99% | 99,99% |
15/11/2024 | 0,85% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 315 CHF | 235 315 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 94,22 % | 95,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 075 CHF | 236 075 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,84 % | 93,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 223 CHF | 233 223 CHF | 99,99% | 99,99% |
12/11/2024 | 0,86% | 92,60 % | 93,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 779 CHF | 234 779 CHF | 99,99% | 99,99% |
11/11/2024 | 0,85% | 93,96 % | 94,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 577 CHF | 237 577 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,15 % | 94,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 787 CHF | 237 787 CHF | 99,98% | 99,98% |
07/11/2024 | 0,84% | 95,00 % | 95,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 340 CHF | 240 340 CHF | 99,99% | 99,99% |