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% | 94,46 % | 95,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 875 CHF | 238 875 CHF | 99,94% | 99,94% |
19/11/2024 | 0,85% | 93,93 % | 94,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 115 CHF | 236 115 CHF | 99,98% | 99,98% |
18/11/2024 | 0,84% | 96,18 % | 96,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 523 CHF | 240 523 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,55 % | 97,35 % | 200 000 | 245 000 | 204 802 | 245 517 | 198 243 CHF | 239 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 97,17 % | 97,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 247 CHF | 243 247 CHF | 97,27% | 97,27% |
13/11/2024 | 0,80% | 99,06 % | 99,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 012 CHF | 250 012 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,26 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 167 CHF | 251 167 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 225 CHF | 252 226 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,98 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 786 CHF | 251 787 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 731 CHF | 253 756 CHF | 100,00% | 100,00% |