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 | 0,83% | 95,38 % | 96,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 054 CHF | 241 054 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,12 % | 95,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 861 CHF | 240 861 CHF | 99,95% | 99,95% |
18/11/2024 | 0,83% | 95,29 % | 96,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 015 CHF | 241 015 CHF | 99,99% | 99,99% |
15/11/2024 | 0,83% | 95,44 % | 96,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 872 CHF | 240 872 CHF | 99,99% | 99,99% |
14/11/2024 | 0,83% | 95,55 % | 96,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 178 CHF | 241 178 CHF | 99,98% | 99,98% |
13/11/2024 | 0,83% | 95,35 % | 96,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 949 CHF | 241 949 CHF | 99,66% | 99,66% |
12/11/2024 | 0,83% | 96,47 % | 97,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 405 CHF | 243 405 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,27 % | 97,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 652 CHF | 240 652 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 772 CHF | 239 772 CHF | 99,97% | 99,97% |
07/11/2024 | 0,83% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 982 CHF | 240 982 CHF | 99,93% | 99,93% |