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% | 92,78 % | 93,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 956 CHF | 234 956 CHF | 99,92% | 99,92% |
19/11/2024 | 0,85% | 92,91 % | 93,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 087 CHF | 235 087 CHF | 99,66% | 99,66% |
18/11/2024 | 0,84% | 94,86 % | 95,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 909 CHF | 238 909 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 493 CHF | 238 493 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,42 % | 96,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 769 CHF | 239 769 CHF | 99,97% | 99,97% |
13/11/2024 | 0,84% | 94,33 % | 95,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 983 CHF | 237 983 CHF | 99,76% | 99,76% |
12/11/2024 | 0,84% | 94,54 % | 95,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 219 CHF | 239 219 CHF | 99,95% | 99,95% |
11/11/2024 | 0,83% | 95,64 % | 96,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 876 CHF | 241 876 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,61 % | 96,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 571 CHF | 241 571 CHF | 99,80% | 99,80% |
07/11/2024 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 116 CHF | 242 116 CHF | 99,95% | 99,95% |