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% | 94,19 % | 94,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 488 CHF | 237 488 CHF | 99,95% | 99,95% |
19/11/2024 | 0,84% | 94,17 % | 94,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 823 CHF | 239 823 CHF | 99,97% | 99,97% |
18/11/2024 | 0,83% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 631 CHF | 242 631 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,22 % | 97,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 383 CHF | 242 383 CHF | 99,98% | 99,98% |
14/11/2024 | 0,81% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 103 CHF | 247 103 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,17 % | 99,97 % | 250 000 | 238 000 | 250 000 | 238 372 | 245 503 CHF | 235 989 CHF | 99,93% | 99,93% |
12/11/2024 | 0,80% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 969 CHF | 250 969 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 99,92 % | 100,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 951 CHF | 251 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 139 CHF | 251 139 CHF | 99,91% | 99,91% |
07/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 366 CHF | 252 380 CHF | 100,00% | 100,00% |