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% | 92,98 % | 93,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 086 CHF | 236 086 CHF | 99,94% | 99,94% |
19/11/2024 | 0,84% | 94,43 % | 95,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 421 CHF | 238 421 CHF | 99,96% | 99,96% |
18/11/2024 | 0,83% | 95,49 % | 96,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 741 CHF | 240 741 CHF | 99,99% | 99,99% |
15/11/2024 | 0,83% | 95,47 % | 96,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 011 CHF | 241 011 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 678 CHF | 239 678 CHF | 99,99% | 99,99% |
13/11/2024 | 0,84% | 94,45 % | 95,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 624 CHF | 238 624 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,23 % | 96,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 409 CHF | 242 409 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,62 % | 97,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 931 CHF | 242 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,19 % | 96,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 490 CHF | 242 490 CHF | 99,95% | 99,95% |
07/11/2024 | 0,82% | 97,21 % | 98,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 714 CHF | 243 714 CHF | 100,00% | 100,00% |