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% | 92,23 % | 93,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 240 CHF | 234 240 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 92,91 % | 93,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 597 CHF | 233 597 CHF | 99,66% | 99,66% |
18/11/2024 | 0,86% | 93,36 % | 94,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 526 CHF | 234 526 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,70 % | 94,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 728 CHF | 236 728 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 93,89 % | 94,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 434 CHF | 235 434 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,64 % | 93,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 842 CHF | 233 842 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,25 % | 94,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 011 CHF | 236 011 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,53 % | 95,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 978 CHF | 239 978 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 94,28 % | 95,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 676 CHF | 234 676 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,84 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 898 CHF | 237 898 CHF | 100,00% | 100,00% |