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% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 556 CHF | 239 556 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 94,14 % | 94,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 564 CHF | 236 564 CHF | 99,91% | 99,91% |
18/11/2024 | 0,83% | 96,38 % | 97,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 879 CHF | 240 879 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,68 % | 97,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 304 CHF | 244 304 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 507 CHF | 243 507 CHF | 95,57% | 95,57% |
13/11/2024 | 0,80% | 99,33 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 848 CHF | 250 848 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 984 CHF | 251 984 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 001 CHF | 253 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 535 CHF | 252 549 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 242 CHF | 254 267 CHF | 100,00% | 100,00% |