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 | 0,86% | 92,85 % | 93,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 442 CHF | 234 442 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 93,09 % | 93,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 787 CHF | 234 787 CHF | 99,99% | 99,99% |
18/11/2024 | 0,85% | 93,69 % | 94,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 449 CHF | 235 449 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,37 % | 94,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 175 CHF | 235 175 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,68 % | 94,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 504 CHF | 234 504 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,58 % | 95,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 730 CHF | 237 730 CHF | 99,96% | 99,96% |
12/11/2024 | 0,84% | 93,95 % | 94,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 838 CHF | 238 838 CHF | 99,95% | 99,95% |
11/11/2024 | 0,83% | 95,63 % | 96,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 757 CHF | 241 757 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,82 % | 96,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 113 CHF | 242 113 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 725 CHF | 243 725 CHF | 100,00% | 100,00% |