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 | 0,75% | 95,25 % | 95,96 % | 200 000 | 200 000 | 200 000 | 200 000 | 191 041 CHF | 192 476 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 95,34 % | 96,05 % | 200 000 | 200 000 | 200 000 | 200 000 | 191 249 CHF | 192 681 CHF | 99,93% | 99,93% |
18/11/2024 | 0,75% | 97,21 % | 97,94 % | 200 000 | 200 000 | 200 000 | 200 000 | 194 061 CHF | 195 521 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 96,45 % | 97,18 % | 200 000 | 200 000 | 200 000 | 200 000 | 194 095 CHF | 195 555 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 97,84 % | 98,57 % | 200 000 | 200 000 | 200 000 | 200 000 | 194 940 CHF | 196 401 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 96,68 % | 97,41 % | 200 000 | 200 000 | 200 000 | 200 000 | 193 582 CHF | 195 042 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 96,94 % | 97,67 % | 200 000 | 200 000 | 200 000 | 200 000 | 194 514 CHF | 195 974 CHF | 99,98% | 99,98% |
11/11/2024 | 0,76% | 98,19 % | 98,92 % | 200 000 | 200 000 | 200 000 | 200 000 | 196 802 CHF | 198 297 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 98,09 % | 98,82 % | 200 000 | 200 000 | 200 000 | 200 000 | 196 506 CHF | 197 979 CHF | 99,97% | 99,97% |
07/11/2024 | 0,76% | 98,50 % | 99,25 % | 200 000 | 200 000 | 200 000 | 200 000 | 197 482 CHF | 198 982 CHF | 100,00% | 100,00% |