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 | 0,85% | 94,49 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 572 CHF | 237 572 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 551 CHF | 237 551 CHF | 99,96% | 99,96% |
18/11/2024 | 0,84% | 94,54 % | 95,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 868 CHF | 237 868 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,01 % | 95,81 % | 250 000 | 230 000 | 250 000 | 247 939 | 238 776 CHF | 238 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,14 % | 96,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 770 CHF | 242 770 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,79 % | 97,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 112 CHF | 244 112 CHF | 99,99% | 99,99% |
12/11/2024 | 0,82% | 97,18 % | 97,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 029 CHF | 246 029 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 602 CHF | 246 602 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,63 % | 98,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 173 CHF | 246 173 CHF | 99,93% | 99,93% |
07/11/2024 | 0,82% | 97,72 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 373 CHF | 246 373 CHF | 99,98% | 99,98% |