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% | 93,02 % | 93,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 887 CHF | 235 137 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 92,94 % | 93,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 441 CHF | 233 691 CHF | 89,36% | 89,36% |
18/11/2024 | 0,53% | 94,02 % | 94,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 304 CHF | 235 554 CHF | 99,67% | 99,67% |
15/11/2024 | 0,53% | 93,68 % | 94,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 880 CHF | 236 130 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 93,67 % | 94,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 384 CHF | 234 634 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 92,44 % | 92,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 169 CHF | 232 419 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 91,95 % | 92,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 532 CHF | 234 782 CHF | 98,72% | 98,72% |
11/11/2024 | 0,53% | 94,67 % | 95,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 378 CHF | 238 628 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 94,28 % | 94,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 201 CHF | 238 451 CHF | 99,83% | 99,83% |
07/11/2024 | 0,52% | 96,21 % | 96,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 577 CHF | 240 827 CHF | 100,00% | 100,00% |