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% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 634 CHF | 237 634 CHF | 99,97% | 99,97% |
19/11/2024 | 0,85% | 93,96 % | 94,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 551 CHF | 236 551 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 94,77 % | 95,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 240 CHF | 239 240 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,52 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 263 CHF | 241 263 CHF | 99,97% | 99,97% |
14/11/2024 | 0,84% | 95,78 % | 96,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 724 CHF | 239 724 CHF | 99,97% | 99,97% |
13/11/2024 | 0,84% | 94,56 % | 95,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 655 CHF | 238 655 CHF | 99,94% | 99,94% |
12/11/2024 | 0,84% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 925 CHF | 239 925 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,88 % | 96,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 940 CHF | 242 940 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,97 % | 96,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 835 CHF | 242 835 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,20 % | 98,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 406 CHF | 245 406 CHF | 100,00% | 100,00% |