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% | 93,80 % | 94,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 118 CHF | 237 368 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 93,94 % | 94,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 891 CHF | 236 141 CHF | 89,38% | 89,38% |
18/11/2024 | 0,53% | 94,83 % | 95,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 739 CHF | 236 989 CHF | 99,68% | 99,68% |
15/11/2024 | 0,53% | 94,12 % | 94,62 % | 250 000 | 250 000 | 249 992 | 250 000 | 236 083 CHF | 237 341 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,59 % | 95,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 118 CHF | 236 368 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 93,76 % | 94,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 700 CHF | 233 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 93,63 % | 94,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 230 CHF | 239 480 CHF | 98,71% | 98,71% |
11/11/2024 | 0,51% | 96,80 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 288 CHF | 243 538 CHF | 99,99% | 99,99% |
08/11/2024 | 0,52% | 96,15 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 300 CHF | 242 550 CHF | 99,83% | 99,83% |
07/11/2024 | 0,51% | 97,85 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 661 CHF | 245 911 CHF | 100,00% | 100,00% |