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% | 95,00 % | 95,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 820 CHF | 239 820 CHF | 99,91% | 99,91% |
19/11/2024 | 0,83% | 95,09 % | 95,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 664 CHF | 240 664 CHF | 99,92% | 99,92% |
18/11/2024 | 0,83% | 96,06 % | 96,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 051 CHF | 242 051 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 979 CHF | 241 979 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 96,82 % | 97,62 % | 250 000 | 220 000 | 250 000 | 228 748 | 242 344 CHF | 223 588 CHF | 99,99% | 99,99% |
13/11/2024 | 0,82% | 97,25 % | 98,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 791 CHF | 243 791 CHF | 99,99% | 99,99% |
12/11/2024 | 0,82% | 96,79 % | 97,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 963 CHF | 244 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,72 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 385 CHF | 246 385 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,50 % | 98,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 427 CHF | 246 427 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,26 % | 99,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 942 CHF | 247 942 CHF | 99,99% | 99,99% |