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 | 0,87% | 92,39 % | 93,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 108 CHF | 232 108 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 91,76 % | 92,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 243 CHF | 232 243 CHF | 99,77% | 99,77% |
18/11/2024 | 0,86% | 92,66 % | 93,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 869 CHF | 232 869 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,15 % | 93,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 774 CHF | 236 774 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,83 % | 95,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 845 CHF | 239 845 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,74 % | 96,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 211 CHF | 241 211 CHF | 99,94% | 99,94% |
12/11/2024 | 0,82% | 96,40 % | 97,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 190 CHF | 244 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,86 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 994 CHF | 244 994 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 975 CHF | 243 975 CHF | 99,92% | 99,92% |
07/11/2024 | 0,82% | 96,65 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 852 CHF | 243 852 CHF | 100,00% | 100,00% |