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% | 92,57 % | 93,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 395 CHF | 234 395 CHF | 99,98% | 99,98% |
19/11/2024 | 0,86% | 92,66 % | 93,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 480 CHF | 233 480 CHF | 99,93% | 99,93% |
18/11/2024 | 0,86% | 92,53 % | 93,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 969 CHF | 232 969 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,44 % | 93,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 772 CHF | 233 772 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,00 % | 93,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 884 CHF | 233 884 CHF | 99,99% | 99,99% |
13/11/2024 | 0,86% | 92,49 % | 93,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 287 CHF | 233 287 CHF | 99,78% | 99,78% |
12/11/2024 | 0,85% | 93,12 % | 93,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 702 CHF | 236 702 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 490 CHF | 239 490 CHF | 99,99% | 99,99% |
08/11/2024 | 0,84% | 94,26 % | 95,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 773 CHF | 237 773 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,30 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 942 CHF | 237 942 CHF | 100,00% | 100,00% |