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% | 95,95 % | 96,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 210 CHF | 243 210 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,95 % | 96,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 623 CHF | 242 623 CHF | 98,35% | 98,35% |
18/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 748 CHF | 247 748 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 069 CHF | 248 069 CHF | 99,90% | 99,90% |
14/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 537 CHF | 250 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 154 CHF | 248 154 CHF | 99,75% | 99,75% |
12/11/2024 | 0,80% | 98,66 % | 99,46 % | 240 000 | 250 000 | 247 049 | 250 000 | 244 779 CHF | 249 699 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 433 CHF | 252 443 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 496 CHF | 251 498 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 407 CHF | 252 413 CHF | 100,00% | 100,00% |