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 | 0,52% | 94,84 % | 95,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 657 CHF | 238 907 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,57 % | 95,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 662 CHF | 235 912 CHF | 89,37% | 89,37% |
18/11/2024 | 0,52% | 96,52 % | 97,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 370 CHF | 240 620 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 97,19 % | 97,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 721 CHF | 244 971 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,78 % | 102,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 450 CHF | 255 700 CHF | 0,34% | 0,34% |
13/11/2024 | 0,49% | 101,69 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 084 CHF | 256 334 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,22 % | 102,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 423 CHF | 257 673 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 103,10 % | 103,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 718 CHF | 258 968 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,07 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 845 CHF | 259 095 CHF | 99,82% | 99,82% |
07/11/2024 | 0,48% | 103,97 % | 104,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 107 CHF | 261 357 CHF | 100,00% | 100,00% |