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% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 107 CHF | 236 107 CHF | 99,95% | 99,95% |
19/11/2024 | 0,86% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 185 CHF | 233 185 CHF | 99,49% | 99,49% |
18/11/2024 | 0,86% | 92,92 % | 93,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 552 CHF | 234 552 CHF | 98,71% | 98,71% |
15/11/2024 | 0,86% | 92,13 % | 92,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 810 CHF | 232 810 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 91,39 % | 92,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 050 CHF | 224 050 CHF | 99,96% | 99,96% |
13/11/2024 | 0,92% | 85,41 % | 86,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 444 CHF | 218 444 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 89,22 % | 90,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 558 CHF | 231 558 CHF | 99,98% | 99,98% |
11/11/2024 | 0,88% | 91,42 % | 92,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 155 CHF | 228 155 CHF | 99,99% | 99,99% |
08/11/2024 | 0,89% | 88,89 % | 89,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 046 CHF | 225 046 CHF | 98,45% | 98,45% |
07/11/2024 | 0,85% | 93,49 % | 94,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 046 CHF | 236 046 CHF | 97,78% | 97,78% |