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% | 93,71 % | 94,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 903 CHF | 237 903 CHF | 99,94% | 99,94% |
19/11/2024 | 0,85% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 309 CHF | 236 309 CHF | 99,93% | 99,93% |
18/11/2024 | 0,85% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 023 CHF | 235 023 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 228 CHF | 236 228 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,83 % | 94,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 908 CHF | 233 908 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 93,68 % | 94,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 569 CHF | 235 569 CHF | 99,76% | 99,76% |
12/11/2024 | 0,84% | 93,38 % | 94,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 514 CHF | 239 514 CHF | 99,95% | 99,95% |
11/11/2024 | 0,85% | 95,05 % | 95,85 % | 250 000 | 220 000 | 250 000 | 227 367 | 234 873 CHF | 215 418 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,68 % | 94,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 222 CHF | 237 222 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 94,35 % | 95,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 752 CHF | 235 752 CHF | 99,99% | 99,99% |