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% | 96,15 % | 96,95 % | 235 000 | 250 000 | 248 529 | 250 000 | 239 090 CHF | 242 506 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 96,46 % | 97,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 935 CHF | 242 935 CHF | 99,84% | 99,84% |
18/11/2024 | 0,82% | 96,80 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 364 CHF | 244 364 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 056 CHF | 244 056 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,59 % | 97,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 481 CHF | 242 481 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,55 % | 96,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 213 CHF | 240 213 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 728 CHF | 239 728 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 728 CHF | 242 728 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,87 % | 96,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 136 CHF | 243 136 CHF | 99,88% | 99,88% |
07/11/2024 | 0,82% | 97,72 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 211 CHF | 246 211 CHF | 99,93% | 99,93% |