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% | 93,75 % | 94,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 441 CHF | 237 441 CHF | 99,89% | 99,89% |
19/11/2024 | 0,85% | 93,82 % | 94,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 337 CHF | 237 337 CHF | 99,51% | 99,51% |
18/11/2024 | 0,83% | 95,84 % | 96,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 109 CHF | 241 109 CHF | 99,96% | 99,96% |
15/11/2024 | 0,83% | 94,92 % | 95,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 762 CHF | 240 762 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,38 % | 97,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 005 CHF | 242 005 CHF | 99,90% | 99,90% |
13/11/2024 | 0,84% | 95,17 % | 95,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 228 CHF | 240 228 CHF | 99,62% | 99,62% |
12/11/2024 | 0,83% | 95,48 % | 96,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 601 CHF | 241 601 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,64 % | 97,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 257 CHF | 244 257 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,37 % | 97,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 535 CHF | 243 535 CHF | 99,86% | 99,86% |
07/11/2024 | 0,82% | 96,83 % | 97,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 716 CHF | 244 716 CHF | 99,97% | 99,97% |