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 | 0,84% | 94,64 % | 95,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 512 CHF | 239 512 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 94,66 % | 95,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 700 CHF | 238 700 CHF | 99,89% | 99,89% |
18/11/2024 | 0,84% | 95,33 % | 96,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 959 CHF | 239 959 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,38 % | 96,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 320 CHF | 241 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,42 % | 97,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 094 CHF | 242 094 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,83 % | 96,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 413 CHF | 241 413 CHF | 99,94% | 99,94% |
12/11/2024 | 0,83% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 096 CHF | 243 096 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,22 % | 98,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 032 CHF | 245 032 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,56 % | 97,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 790 CHF | 243 790 CHF | 99,91% | 99,91% |
07/11/2024 | 0,82% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 431 CHF | 245 431 CHF | 99,93% | 99,93% |