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% | 93,86 % | 94,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 299 CHF | 239 299 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 94,81 % | 95,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 976 CHF | 235 976 CHF | 99,23% | 99,23% |
18/11/2024 | 0,83% | 95,62 % | 96,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 799 CHF | 241 799 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,73 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 931 CHF | 242 931 CHF | 99,95% | 99,95% |
14/11/2024 | 0,85% | 94,42 % | 95,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 782 CHF | 236 782 CHF | 99,99% | 99,99% |
13/11/2024 | 0,84% | 93,39 % | 94,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 451 CHF | 238 451 CHF | 99,84% | 99,84% |
12/11/2024 | 0,84% | 94,29 % | 95,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 464 CHF | 239 464 CHF | 99,97% | 99,97% |
11/11/2024 | 0,84% | 95,19 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 034 CHF | 239 034 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,88 % | 94,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 641 CHF | 237 641 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,85 % | 94,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 081 CHF | 236 081 CHF | 100,00% | 100,00% |