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% | 93,37 % | 94,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 262 CHF | 236 262 CHF | 99,89% | 99,89% |
19/11/2024 | 0,86% | 93,06 % | 93,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 621 CHF | 233 621 CHF | 99,83% | 99,83% |
18/11/2024 | 0,84% | 95,65 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 607 CHF | 239 607 CHF | 99,99% | 99,99% |
15/11/2024 | 0,82% | 96,61 % | 97,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 740 CHF | 243 740 CHF | 99,99% | 99,99% |
14/11/2024 | 0,83% | 96,65 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 986 CHF | 240 986 CHF | 99,05% | 99,05% |
13/11/2024 | 0,82% | 97,68 % | 98,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 745 CHF | 245 745 CHF | 99,94% | 99,94% |
12/11/2024 | 0,81% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 763 CHF | 247 763 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 004 CHF | 250 004 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 445 CHF | 249 445 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 135 CHF | 251 135 CHF | 100,00% | 100,00% |