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% | 95,04 % | 95,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 059 CHF | 240 059 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 95,44 % | 96,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 332 CHF | 239 332 CHF | 99,97% | 99,97% |
18/11/2024 | 0,85% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 256 CHF | 236 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,89 % | 93,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 217 CHF | 234 217 CHF | 99,99% | 99,99% |
14/11/2024 | 0,87% | 91,68 % | 92,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 121 CHF | 231 121 CHF | 99,95% | 99,95% |
13/11/2024 | 0,84% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 857 CHF | 237 857 CHF | 99,92% | 99,92% |
12/11/2024 | 0,84% | 94,18 % | 94,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 968 CHF | 238 968 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,34 % | 96,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 465 CHF | 241 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,80 % | 96,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 528 CHF | 242 528 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,02 % | 97,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 148 CHF | 244 148 CHF | 99,70% | 99,70% |