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 | 0,53% | 94,62 % | 95,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 203 CHF | 238 453 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,39 % | 94,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 196 CHF | 235 446 CHF | 89,37% | 89,37% |
18/11/2024 | 0,52% | 96,36 % | 96,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 948 CHF | 240 198 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 97,04 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 361 CHF | 244 611 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,71 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 275 CHF | 255 525 CHF | 0,34% | 0,34% |
13/11/2024 | 0,49% | 101,62 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 921 CHF | 256 171 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,16 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 291 CHF | 257 541 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 103,06 % | 103,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 619 CHF | 258 869 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,03 % | 103,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 742 CHF | 258 992 CHF | 99,82% | 99,82% |
07/11/2024 | 0,48% | 103,95 % | 104,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 057 CHF | 261 307 CHF | 100,00% | 100,00% |