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% | 94,35 % | 95,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 260 CHF | 238 260 CHF | 99,91% | 99,91% |
19/11/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 476 CHF | 238 476 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,23 % | 96,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 228 CHF | 240 228 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 95,16 % | 95,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 077 CHF | 240 077 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,02 % | 95,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 728 CHF | 238 728 CHF | 99,93% | 99,93% |
13/11/2024 | 0,85% | 94,22 % | 95,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 007 CHF | 237 007 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,55 % | 94,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 990 CHF | 236 990 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,80 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 113 CHF | 239 113 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,43 % | 95,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 437 CHF | 239 437 CHF | 99,94% | 99,94% |
07/11/2024 | 0,83% | 96,35 % | 97,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 823 CHF | 242 823 CHF | 99,95% | 99,95% |