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% | 92,60 % | 93,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 872 CHF | 234 872 CHF | 98,58% | 98,58% |
19/11/2024 | 0,86% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 482 CHF | 233 482 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 603 CHF | 233 603 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 848 CHF | 234 848 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,80 % | 94,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 215 CHF | 235 215 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,20 % | 93,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 653 CHF | 232 653 CHF | 99,86% | 99,86% |
12/11/2024 | 0,86% | 92,70 % | 93,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 787 CHF | 234 787 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,30 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 112 CHF | 238 112 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 463 CHF | 237 463 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,70 % | 95,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 525 CHF | 239 525 CHF | 99,23% | 99,23% |