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% | 94,07 % | 94,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 861 CHF | 238 861 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 94,85 % | 95,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 060 CHF | 239 060 CHF | 99,45% | 99,45% |
18/11/2024 | 0,84% | 95,21 % | 96,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 023 CHF | 239 023 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,51 % | 96,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 284 CHF | 242 284 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 96,85 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 159 CHF | 244 159 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,85 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 134 CHF | 242 134 CHF | 99,90% | 99,90% |
12/11/2024 | 0,82% | 96,41 % | 97,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 681 CHF | 243 681 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 232 CHF | 244 232 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,23 % | 97,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 549 CHF | 242 549 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,14 % | 96,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 292 CHF | 242 292 CHF | 99,92% | 99,92% |