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% | 94,89 % | 95,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 214 CHF | 239 214 CHF | 90,98% | 90,98% |
19/11/2024 | 0,87% | 92,17 % | 92,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 194 CHF | 230 194 CHF | 99,81% | 99,81% |
18/11/2024 | 0,87% | 92,21 % | 93,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 917 CHF | 229 917 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 90,38 % | 91,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 386 CHF | 233 386 CHF | 96,57% | 96,57% |
14/11/2024 | 0,85% | 94,20 % | 95,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 205 CHF | 237 205 CHF | 99,24% | 99,24% |
13/11/2024 | 0,84% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 115 CHF | 238 115 CHF | 99,93% | 99,93% |
12/11/2024 | 0,84% | 94,46 % | 95,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 392 CHF | 239 392 CHF | 95,86% | 95,86% |
11/11/2024 | 0,82% | 96,44 % | 97,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 460 CHF | 243 460 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,37 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 991 CHF | 241 991 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,19 % | 96,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 491 CHF | 244 491 CHF | 99,63% | 99,63% |