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% | 95,44 % | 96,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 687 CHF | 241 687 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,65 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 625 CHF | 241 625 CHF | 99,88% | 99,88% |
18/11/2024 | 0,82% | 97,09 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 289 CHF | 244 289 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,39 % | 97,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 230 CHF | 244 230 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 759 CHF | 245 759 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,09 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 623 CHF | 244 623 CHF | 99,77% | 99,77% |
12/11/2024 | 0,82% | 97,03 % | 97,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 089 CHF | 245 089 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,79 % | 98,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 895 CHF | 246 895 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 884 CHF | 245 884 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 431 CHF | 246 431 CHF | 99,98% | 99,98% |