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 | 0,82% | 95,73 % | 96,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 617 CHF | 243 617 CHF | 99,84% | 99,84% |
19/11/2024 | 0,83% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 973 CHF | 242 973 CHF | 99,63% | 99,63% |
18/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 181 CHF | 248 181 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,88 % | 98,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 910 CHF | 246 910 CHF | 99,98% | 99,98% |
14/11/2024 | 0,83% | 96,50 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 069 CHF | 241 069 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 93,93 % | 94,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 750 CHF | 238 750 CHF | 99,65% | 99,65% |
12/11/2024 | 0,82% | 95,99 % | 96,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 819 CHF | 245 819 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 98,32 % | 99,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 812 CHF | 245 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,51 % | 96,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 924 CHF | 241 924 CHF | 99,80% | 99,80% |
07/11/2024 | 0,81% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 390 CHF | 249 390 CHF | 99,26% | 99,26% |