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% | 95,17 % | 95,97 % | 250 000 | 240 000 | 250 000 | 240 311 | 239 554 CHF | 232 193 CHF | 99,96% | 99,96% |
19/11/2024 | 0,83% | 95,52 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 009 CHF | 241 009 CHF | 99,72% | 99,72% |
18/11/2024 | 0,84% | 96,05 % | 96,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 859 CHF | 239 859 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 94,70 % | 95,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 327 CHF | 241 327 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,34 % | 97,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 253 CHF | 243 253 CHF | 99,99% | 99,99% |
13/11/2024 | 0,82% | 96,86 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 803 CHF | 244 803 CHF | 99,78% | 99,78% |
12/11/2024 | 0,82% | 97,25 % | 98,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 385 CHF | 246 385 CHF | 99,95% | 99,95% |
11/11/2024 | 0,81% | 98,02 % | 98,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 531 CHF | 247 531 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 302 CHF | 248 302 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 296 CHF | 246 296 CHF | 99,98% | 99,98% |