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% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 102 CHF | 241 102 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 95,47 % | 96,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 166 CHF | 240 166 CHF | 99,83% | 99,83% |
18/11/2024 | 0,83% | 96,21 % | 97,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 246 CHF | 243 246 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,07 % | 97,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 054 CHF | 245 054 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,17 % | 97,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 498 CHF | 243 498 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,01 % | 96,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 104 CHF | 242 104 CHF | 99,87% | 99,87% |
12/11/2024 | 0,83% | 95,82 % | 96,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 835 CHF | 242 835 CHF | 99,95% | 99,95% |
11/11/2024 | 0,82% | 97,09 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 135 CHF | 246 135 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,18 % | 97,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 032 CHF | 246 032 CHF | 99,91% | 99,91% |
07/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 855 CHF | 248 855 CHF | 100,00% | 100,00% |