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 | 0,87% | 91,53 % | 92,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 944 CHF | 231 944 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 92,27 % | 93,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 005 CHF | 232 005 CHF | 99,72% | 99,72% |
18/11/2024 | 0,86% | 92,82 % | 93,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 660 CHF | 233 660 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,70 % | 93,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 368 CHF | 234 368 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,66 % | 95,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 114 CHF | 238 114 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,41 % | 95,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 506 CHF | 238 506 CHF | 99,97% | 99,97% |
12/11/2024 | 0,84% | 94,98 % | 95,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 410 CHF | 240 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 514 CHF | 243 514 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,26 % | 97,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 012 CHF | 243 012 CHF | 99,98% | 99,98% |
07/11/2024 | 0,82% | 96,87 % | 97,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 142 CHF | 244 142 CHF | 100,00% | 100,00% |