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 | 0,84% | 94,65 % | 95,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 409 CHF | 240 409 CHF | 99,97% | 99,97% |
19/11/2024 | 0,84% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 034 CHF | 239 034 CHF | 99,88% | 99,88% |
18/11/2024 | 0,85% | 94,01 % | 94,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 049 CHF | 236 049 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,11 % | 93,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 182 CHF | 236 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,85 % | 94,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 567 CHF | 234 567 CHF | 99,99% | 99,99% |
13/11/2024 | 0,88% | 91,02 % | 91,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 142 CHF | 228 142 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 91,49 % | 92,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 057 CHF | 235 057 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 94,66 % | 95,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 944 CHF | 240 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,01 % | 95,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 377 CHF | 240 377 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 010 CHF | 241 010 CHF | 100,00% | 100,00% |