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% | 93,03 % | 93,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 925 CHF | 235 925 CHF | 99,82% | 99,82% |
19/11/2024 | 0,85% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 644 CHF | 235 644 CHF | 98,48% | 98,48% |
18/11/2024 | 0,84% | 95,47 % | 96,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 056 CHF | 240 056 CHF | 99,99% | 99,99% |
15/11/2024 | 0,84% | 94,20 % | 95,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 487 CHF | 239 487 CHF | 99,96% | 99,96% |
14/11/2024 | 0,83% | 96,19 % | 96,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 724 CHF | 241 724 CHF | 99,99% | 99,99% |
13/11/2024 | 0,84% | 94,99 % | 95,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 607 CHF | 239 607 CHF | 99,81% | 99,81% |
12/11/2024 | 0,83% | 95,10 % | 95,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 762 CHF | 240 762 CHF | 99,98% | 99,98% |
11/11/2024 | 0,82% | 96,31 % | 97,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 643 CHF | 243 643 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,25 % | 97,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 192 CHF | 243 192 CHF | 99,95% | 99,95% |
07/11/2024 | 0,82% | 96,44 % | 97,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 854 CHF | 243 854 CHF | 99,97% | 99,97% |