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% | 92,13 % | 92,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 362 CHF | 237 362 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 94,09 % | 94,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 014 CHF | 237 014 CHF | 99,66% | 99,66% |
18/11/2024 | 0,85% | 94,30 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 387 CHF | 235 387 CHF | 99,99% | 99,99% |
15/11/2024 | 0,85% | 93,19 % | 93,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 578 CHF | 236 578 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 94,40 % | 95,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 564 CHF | 237 564 CHF | 99,96% | 99,96% |
13/11/2024 | 0,84% | 94,03 % | 94,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 473 CHF | 238 473 CHF | 99,81% | 99,81% |
12/11/2024 | 0,83% | 95,13 % | 95,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 127 CHF | 241 127 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,91 % | 96,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 604 CHF | 242 604 CHF | 99,99% | 99,99% |
08/11/2024 | 0,83% | 96,38 % | 97,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 150 CHF | 243 150 CHF | 99,97% | 99,97% |
07/11/2024 | 0,82% | 96,57 % | 97,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 841 CHF | 243 841 CHF | 99,95% | 99,95% |