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 | 0,83% | 95,02 % | 95,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 629 CHF | 240 629 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 95,06 % | 95,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 220 CHF | 240 220 CHF | 99,62% | 99,62% |
18/11/2024 | 0,83% | 96,13 % | 96,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 280 CHF | 242 280 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 937 CHF | 242 937 CHF | 99,94% | 99,94% |
14/11/2024 | 0,82% | 97,17 % | 97,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 447 CHF | 244 447 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,66 % | 97,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 948 CHF | 243 948 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,70 % | 97,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 156 CHF | 244 156 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,24 % | 98,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 327 CHF | 245 327 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,92 % | 97,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 790 CHF | 244 790 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,19 % | 97,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 273 CHF | 245 273 CHF | 100,00% | 100,00% |