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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,73% | 95,73 % | 96,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 633 CHF | 240 383 CHF | 100,00% | 100,00% |
20/11/2024 | 0,73% | 94,55 % | 95,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 322 CHF | 239 072 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 94,74 % | 95,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 692 CHF | 239 442 CHF | 89,38% | 89,38% |
18/11/2024 | 0,73% | 95,72 % | 96,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 717 CHF | 240 467 CHF | 99,68% | 99,68% |
15/11/2024 | 0,72% | 95,31 % | 96,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 558 CHF | 242 308 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 96,65 % | 97,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 575 CHF | 243 325 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 96,29 % | 96,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 034 CHF | 242 784 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 96,55 % | 97,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 222 CHF | 242 972 CHF | 98,75% | 98,75% |
11/11/2024 | 0,72% | 96,96 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 149 CHF | 244 899 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 96,96 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 344 CHF | 244 094 CHF | 99,85% | 99,85% |