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 | 1,06% | 92,98 % | 93,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 130 CHF | 236 630 CHF | 99,93% | 99,93% |
19/11/2024 | 1,07% | 92,82 % | 93,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 706 CHF | 235 206 CHF | 99,84% | 99,84% |
18/11/2024 | 1,06% | 94,23 % | 95,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 850 CHF | 237 350 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 93,26 % | 94,26 % | 246 000 | 250 000 | 246 629 | 250 000 | 230 108 CHF | 235 755 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 94,78 % | 95,78 % | 250 000 | 248 000 | 250 000 | 248 004 | 234 055 CHF | 234 667 CHF | 99,90% | 99,90% |
13/11/2024 | 1,06% | 93,80 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 781 CHF | 237 281 CHF | 99,86% | 99,86% |
12/11/2024 | 1,06% | 93,32 % | 94,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 468 CHF | 237 968 CHF | 99,95% | 99,95% |
11/11/2024 | 1,04% | 95,71 % | 96,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 901 CHF | 242 401 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 94,03 % | 95,03 % | 250 000 | 248 000 | 250 000 | 249 849 | 236 847 CHF | 239 204 CHF | 99,97% | 99,97% |
07/11/2024 | 1,04% | 95,59 % | 96,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 009 CHF | 242 509 CHF | 99,93% | 99,93% |