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% | 94,46 % | 95,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 297 CHF | 238 297 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 94,44 % | 95,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 368 CHF | 237 368 CHF | 99,78% | 99,78% |
18/11/2024 | 0,84% | 94,66 % | 95,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 658 CHF | 238 658 CHF | 99,97% | 99,97% |
15/11/2024 | 0,84% | 94,43 % | 95,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 768 CHF | 238 768 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,69 % | 95,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 839 CHF | 238 839 CHF | 99,99% | 99,99% |
13/11/2024 | 0,84% | 94,91 % | 95,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 031 CHF | 240 031 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,93 % | 95,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 184 CHF | 240 184 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,99 % | 96,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 175 CHF | 242 175 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,71 % | 97,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 453 CHF | 243 453 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,61 % | 97,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 075 CHF | 243 075 CHF | 99,92% | 99,92% |