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 | 0,84% | 94,64 % | 95,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 671 CHF | 239 671 CHF | 99,95% | 99,95% |
19/11/2024 | 0,84% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 958 CHF | 237 958 CHF | 99,99% | 99,99% |
18/11/2024 | 0,84% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 231 CHF | 238 231 CHF | 99,96% | 99,96% |
15/11/2024 | 0,84% | 94,15 % | 94,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 692 CHF | 238 692 CHF | 99,98% | 99,98% |
14/11/2024 | 0,84% | 95,56 % | 96,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 736 CHF | 239 736 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,38 % | 95,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 344 CHF | 237 344 CHF | 99,85% | 99,85% |
12/11/2024 | 0,84% | 94,29 % | 95,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 647 CHF | 238 647 CHF | 99,93% | 99,93% |
11/11/2024 | 0,83% | 95,34 % | 96,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 976 CHF | 240 976 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,49 % | 96,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 003 CHF | 241 003 CHF | 99,99% | 99,99% |
07/11/2024 | 0,83% | 96,18 % | 96,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 959 CHF | 242 959 CHF | 100,00% | 100,00% |