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% | 92,81 % | 93,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 588 CHF | 234 588 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 917 CHF | 234 917 CHF | 99,83% | 99,83% |
18/11/2024 | 0,85% | 93,90 % | 94,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 086 CHF | 236 086 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,35 % | 94,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 477 CHF | 236 477 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,06 % | 94,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 998 CHF | 236 998 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 176 CHF | 236 176 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 713 CHF | 237 713 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,76 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 344 CHF | 239 344 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,44 % | 95,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 915 CHF | 237 915 CHF | 99,97% | 99,97% |
07/11/2024 | 0,84% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 697 CHF | 238 697 CHF | 100,00% | 100,00% |