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 | 0,84% | 91,41 % | 92,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 193 CHF | 238 193 CHF | 99,97% | 99,97% |
19/11/2024 | 0,84% | 94,74 % | 95,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 024 CHF | 238 024 CHF | 99,78% | 99,78% |
18/11/2024 | 0,85% | 94,24 % | 95,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 407 CHF | 235 407 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,72 % | 94,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 503 CHF | 237 503 CHF | 99,96% | 99,96% |
14/11/2024 | 0,85% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 760 CHF | 236 760 CHF | 99,89% | 99,89% |
13/11/2024 | 0,85% | 93,03 % | 93,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 976 CHF | 236 976 CHF | 99,91% | 99,91% |
12/11/2024 | 0,84% | 94,72 % | 95,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 501 CHF | 239 501 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,12 % | 95,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 115 CHF | 241 115 CHF | 99,99% | 99,99% |
08/11/2024 | 0,83% | 95,53 % | 96,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 453 CHF | 241 453 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 945 CHF | 243 945 CHF | 99,98% | 99,98% |