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 | 0,85% | 92,88 % | 93,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 628 CHF | 235 628 CHF | 99,98% | 99,98% |
19/11/2024 | 0,85% | 93,61 % | 94,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 660 CHF | 235 660 CHF | 99,66% | 99,66% |
18/11/2024 | 0,85% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 792 CHF | 235 792 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,76 % | 94,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 604 CHF | 237 604 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,91 % | 95,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 676 CHF | 238 676 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,14 % | 94,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 468 CHF | 237 468 CHF | 99,86% | 99,86% |
12/11/2024 | 0,84% | 94,49 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 091 CHF | 239 091 CHF | 99,99% | 99,99% |
11/11/2024 | 0,83% | 95,34 % | 96,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 783 CHF | 240 783 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,27 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 660 CHF | 240 660 CHF | 99,95% | 99,95% |
07/11/2024 | 0,83% | 95,88 % | 96,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 967 CHF | 241 967 CHF | 100,00% | 100,00% |