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 | 0,86% | 93,17 % | 93,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 922 CHF | 233 922 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 91,93 % | 92,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 496 CHF | 230 496 CHF | 99,82% | 99,82% |
18/11/2024 | 0,86% | 91,58 % | 92,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 672 CHF | 232 672 CHF | 99,98% | 99,98% |
15/11/2024 | 0,85% | 92,39 % | 93,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 412 CHF | 235 412 CHF | 99,98% | 99,98% |
14/11/2024 | 0,84% | 94,98 % | 95,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 111 CHF | 240 111 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,52 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 033 CHF | 240 033 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 95,10 % | 95,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 898 CHF | 239 898 CHF | 99,98% | 99,98% |
11/11/2024 | 0,83% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 369 CHF | 241 369 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,11 % | 95,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 032 CHF | 239 032 CHF | 99,99% | 99,99% |
07/11/2024 | 0,84% | 94,49 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 252 CHF | 238 252 CHF | 100,00% | 100,00% |