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 | 0,86% | 93,10 % | 93,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 619 CHF | 233 619 CHF | 99,99% | 99,99% |
19/11/2024 | 0,87% | 91,79 % | 92,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 977 CHF | 229 977 CHF | 99,63% | 99,63% |
18/11/2024 | 0,87% | 91,32 % | 92,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 829 CHF | 231 829 CHF | 99,97% | 99,97% |
15/11/2024 | 0,86% | 92,04 % | 92,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 450 CHF | 234 450 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,69 % | 95,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 277 CHF | 239 277 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 290 CHF | 239 290 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 163 CHF | 239 163 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,95 % | 96,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 988 CHF | 240 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,98 % | 95,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 468 CHF | 238 468 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 242 CHF | 237 242 CHF | 100,00% | 100,00% |