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 | 0,83% | 95,27 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 169 CHF | 241 169 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 588 CHF | 240 588 CHF | 99,88% | 99,88% |
18/11/2024 | 0,84% | 95,40 % | 96,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 739 CHF | 239 739 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,60 % | 95,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 925 CHF | 237 925 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 876 CHF | 236 876 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,23 % | 95,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 096 CHF | 237 096 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 889 CHF | 237 889 CHF | 99,99% | 99,99% |
11/11/2024 | 0,83% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 630 CHF | 240 630 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,36 % | 95,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 092 CHF | 238 092 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,89 % | 95,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 701 CHF | 239 701 CHF | 100,00% | 100,00% |