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 | 0,83% | 95,56 % | 96,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 821 CHF | 241 821 CHF | 99,92% | 99,92% |
19/11/2024 | 0,83% | 95,48 % | 96,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 804 CHF | 240 804 CHF | 99,48% | 99,48% |
18/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 300 CHF | 242 300 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,08 % | 96,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 044 CHF | 243 044 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,53 % | 97,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 478 CHF | 242 478 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,79 % | 96,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 095 CHF | 241 095 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,21 % | 96,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 979 CHF | 241 979 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,85 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 265 CHF | 244 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,41 % | 97,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 929 CHF | 243 929 CHF | 99,97% | 99,97% |
07/11/2024 | 0,81% | 97,91 % | 98,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 737 CHF | 246 737 CHF | 99,99% | 99,99% |