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% | 92,62 % | 93,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 428 CHF | 235 428 CHF | 99,93% | 99,93% |
19/11/2024 | 0,85% | 93,30 % | 94,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 436 CHF | 235 436 CHF | 99,72% | 99,72% |
18/11/2024 | 0,84% | 94,78 % | 95,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 168 CHF | 239 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 319 CHF | 240 319 CHF | 98,69% | 98,69% |
14/11/2024 | 0,82% | 97,66 % | 98,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 997 CHF | 244 997 CHF | 99,94% | 99,94% |
13/11/2024 | 0,82% | 97,35 % | 98,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 930 CHF | 245 930 CHF | 99,69% | 99,69% |
12/11/2024 | 0,81% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 582 CHF | 246 582 CHF | 99,98% | 99,98% |