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% | 92,09 % | 92,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 394 CHF | 233 394 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 92,90 % | 93,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 206 CHF | 233 206 CHF | 99,61% | 99,61% |
18/11/2024 | 0,85% | 93,91 % | 94,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 830 CHF | 236 830 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,72 % | 94,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 619 CHF | 236 619 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,40 % | 94,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 596 CHF | 234 596 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 93,48 % | 94,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 198 CHF | 236 198 CHF | 99,93% | 99,93% |
12/11/2024 | 0,84% | 94,27 % | 95,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 443 CHF | 239 443 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,04 % | 97,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 879 CHF | 244 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,36 % | 97,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 647 CHF | 243 647 CHF | 99,97% | 99,97% |
07/11/2024 | 0,82% | 97,63 % | 98,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 744 CHF | 245 744 CHF | 99,92% | 99,92% |