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 | 0,85% | 93,24 % | 94,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 123 CHF | 236 123 CHF | 99,90% | 99,90% |
19/11/2024 | 0,85% | 93,36 % | 94,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 525 CHF | 235 525 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,86 % | 94,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 035 CHF | 237 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,32 % | 95,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 441 CHF | 238 441 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 95,64 % | 96,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 728 CHF | 240 728 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,76 % | 96,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 812 CHF | 241 812 CHF | 99,99% | 99,99% |
12/11/2024 | 0,83% | 95,70 % | 96,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 460 CHF | 241 460 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,15 % | 96,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 316 CHF | 242 316 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,65 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 378 CHF | 241 378 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 089 CHF | 242 089 CHF | 99,99% | 99,99% |