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 | 0,86% | 92,20 % | 93,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 310 CHF | 234 310 CHF | 99,91% | 99,91% |
19/11/2024 | 0,86% | 92,01 % | 92,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 700 CHF | 232 700 CHF | 99,71% | 99,71% |
18/11/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 236 CHF | 238 236 CHF | 99,99% | 99,99% |
15/11/2024 | 0,84% | 94,10 % | 94,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 007 CHF | 239 007 CHF | 99,96% | 99,96% |
14/11/2024 | 0,84% | 95,89 % | 96,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 905 CHF | 239 905 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 830 CHF | 236 830 CHF | 99,75% | 99,75% |
12/11/2024 | 0,84% | 93,62 % | 94,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 044 CHF | 239 044 CHF | 99,98% | 99,98% |
11/11/2024 | 0,82% | 96,64 % | 97,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 216 CHF | 244 216 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,83 % | 96,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 138 CHF | 243 138 CHF | 99,88% | 99,88% |
07/11/2024 | 0,81% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 228 CHF | 247 228 CHF | 99,92% | 99,92% |