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 | 0,83% | 96,24 % | 97,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 518 CHF | 241 518 CHF | 99,92% | 99,92% |
19/11/2024 | 0,85% | 94,60 % | 95,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 507 CHF | 237 507 CHF | 99,76% | 99,76% |
18/11/2024 | 0,84% | 95,18 % | 95,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 857 CHF | 238 857 CHF | 99,97% | 99,97% |
15/11/2024 | 0,82% | 95,75 % | 96,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 548 CHF | 244 548 CHF | 99,98% | 99,98% |
14/11/2024 | 0,82% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 558 CHF | 244 558 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 003 CHF | 248 003 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 693 CHF | 249 693 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 687 CHF | 251 689 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,92 % | 100,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 432 CHF | 253 453 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 413 CHF | 254 438 CHF | 99,99% | 99,99% |