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% | 95,31 % | 96,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 405 CHF | 241 405 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 95,26 % | 96,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 096 CHF | 240 096 CHF | 99,80% | 99,80% |
18/11/2024 | 0,83% | 95,71 % | 96,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 974 CHF | 240 974 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,56 % | 96,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 970 CHF | 241 970 CHF | 99,99% | 99,99% |
14/11/2024 | 0,83% | 96,53 % | 97,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 877 CHF | 242 877 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 138 CHF | 242 138 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,49 % | 97,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 624 CHF | 243 624 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 297 CHF | 244 297 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,46 % | 97,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 101 CHF | 243 101 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,48 % | 97,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 736 CHF | 242 736 CHF | 99,92% | 99,92% |