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 | 0,86% | 92,21 % | 93,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 014 CHF | 234 014 CHF | 99,94% | 99,94% |
19/11/2024 | 0,86% | 92,30 % | 93,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 792 CHF | 233 792 CHF | 97,98% | 97,98% |
18/11/2024 | 0,84% | 95,15 % | 95,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 495 CHF | 239 495 CHF | 99,98% | 99,98% |
15/11/2024 | 0,84% | 93,98 % | 94,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 181 CHF | 239 181 CHF | 99,94% | 99,94% |
14/11/2024 | 0,83% | 96,15 % | 96,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 175 CHF | 241 175 CHF | 99,98% | 99,98% |
13/11/2024 | 0,84% | 94,70 % | 95,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 916 CHF | 238 916 CHF | 99,63% | 99,63% |
12/11/2024 | 0,84% | 94,84 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 347 CHF | 240 347 CHF | 99,94% | 99,94% |
11/11/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 706 CHF | 244 706 CHF | 99,98% | 99,98% |
08/11/2024 | 0,82% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 779 CHF | 243 779 CHF | 99,82% | 99,82% |
07/11/2024 | 0,82% | 96,94 % | 97,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 162 CHF | 245 162 CHF | 99,98% | 99,98% |