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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,73% | 94,97 % | 95,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 736 CHF | 239 486 CHF | 100,00% | 100,00% |
22/11/2024 | 0,74% | 94,97 % | 95,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 725 CHF | 238 475 CHF | 100,00% | 100,00% |
20/11/2024 | 0,74% | 94,56 % | 95,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 816 CHF | 237 566 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 93,60 % | 94,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 498 CHF | 236 248 CHF | 89,37% | 89,37% |
18/11/2024 | 0,74% | 94,44 % | 95,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 240 CHF | 237 990 CHF | 99,66% | 99,66% |
15/11/2024 | 0,73% | 94,40 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 426 CHF | 239 176 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 95,55 % | 96,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 219 CHF | 239 969 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 95,98 % | 96,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 356 CHF | 242 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 96,28 % | 96,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 530 CHF | 243 280 CHF | 98,74% | 98,74% |
11/11/2024 | 0,72% | 96,90 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 670 CHF | 244 420 CHF | 100,00% | 100,00% |