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% | 94,48 % | 95,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 491 CHF | 238 491 CHF | 99,91% | 99,91% |
19/11/2024 | 0,84% | 94,40 % | 95,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 363 CHF | 238 363 CHF | 99,88% | 99,88% |
18/11/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 328 CHF | 238 328 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 945 CHF | 238 945 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,62 % | 95,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 100 CHF | 238 100 CHF | 99,99% | 99,99% |
13/11/2024 | 0,84% | 94,53 % | 95,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 426 CHF | 238 426 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 870 CHF | 239 870 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 702 CHF | 245 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,56 % | 98,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 947 CHF | 246 947 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 757 CHF | 248 757 CHF | 100,00% | 100,00% |