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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,86% | 93,43 % | 94,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 770 CHF | 234 770 CHF | 99,99% | 99,99% |
20/11/2024 | 0,85% | 93,31 % | 94,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 342 CHF | 236 342 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 93,32 % | 94,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 313 CHF | 235 313 CHF | 99,84% | 99,84% |
18/11/2024 | 0,85% | 94,21 % | 95,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 313 CHF | 237 313 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,22 % | 95,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 201 CHF | 238 201 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,28 % | 95,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 835 CHF | 236 835 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 93,27 % | 94,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 640 CHF | 234 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 92,55 % | 93,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 879 CHF | 235 879 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 317 CHF | 239 317 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,23 % | 95,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 319 CHF | 238 319 CHF | 99,80% | 99,80% |