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 | 0,68% | 72,92 % | 73,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 182 501 CHF | 183 751 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 72,44 % | 72,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 370 CHF | 181 620 CHF | 89,36% | 89,36% |
18/11/2024 | 0,69% | 72,76 % | 73,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 975 CHF | 182 225 CHF | 99,67% | 99,67% |
15/11/2024 | 0,68% | 72,45 % | 72,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 183 103 CHF | 184 353 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 74,15 % | 74,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 367 CHF | 186 617 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 74,36 % | 74,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 186 798 CHF | 188 048 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 74,94 % | 75,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 780 CHF | 189 030 CHF | 98,71% | 98,71% |
11/11/2024 | 0,65% | 76,08 % | 76,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 568 CHF | 191 818 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 75,88 % | 76,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 617 CHF | 191 867 CHF | 99,84% | 99,84% |
07/11/2024 | 0,65% | 76,73 % | 77,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 138 CHF | 194 388 CHF | 100,00% | 100,00% |