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% | 95,92 % | 96,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 890 CHF | 241 890 CHF | 99,95% | 99,95% |
19/11/2024 | 0,83% | 95,64 % | 96,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 377 CHF | 241 377 CHF | 99,80% | 99,80% |
18/11/2024 | 0,83% | 96,06 % | 96,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 853 CHF | 241 853 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,23 % | 97,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 859 CHF | 243 859 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,46 % | 98,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 501 CHF | 245 501 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,37 % | 98,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 184 CHF | 245 184 CHF | 99,99% | 99,99% |
12/11/2024 | 0,81% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 127 CHF | 247 127 CHF | 99,99% | 99,99% |
11/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 469 CHF | 248 469 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 225 000 | 250 000 | 225 100 | 246 382 CHF | 223 643 CHF | 99,90% | 99,90% |
07/11/2024 | 0,81% | 98,88 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 404 CHF | 249 404 CHF | 100,00% | 100,00% |