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 | 0,84% | 94,44 % | 95,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 777 CHF | 237 777 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 93,59 % | 94,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 495 CHF | 234 495 CHF | 99,78% | 99,78% |
18/11/2024 | 0,85% | 93,08 % | 93,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 387 CHF | 236 387 CHF | 99,99% | 99,99% |
15/11/2024 | 0,84% | 93,99 % | 94,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 544 CHF | 239 544 CHF | 99,99% | 99,99% |
14/11/2024 | 0,82% | 96,66 % | 97,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 242 CHF | 244 242 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,08 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 794 CHF | 243 794 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 230 000 | 250 000 | 231 517 | 241 515 CHF | 225 513 CHF | 99,96% | 99,96% |
11/11/2024 | 0,82% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 168 CHF | 245 168 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,81 % | 97,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 466 CHF | 243 466 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,03 % | 96,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 278 CHF | 242 278 CHF | 99,98% | 99,98% |