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 | 0,52% | 95,49 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 609 CHF | 240 859 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,62 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 333 CHF | 239 583 CHF | 89,37% | 89,37% |
18/11/2024 | 0,52% | 95,84 % | 96,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 936 CHF | 241 186 CHF | 99,67% | 99,67% |
15/11/2024 | 0,52% | 95,49 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 261 CHF | 239 511 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 95,51 % | 96,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 795 CHF | 240 045 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 95,42 % | 95,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 678 CHF | 238 928 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 94,85 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 082 CHF | 238 332 CHF | 98,75% | 98,75% |
11/11/2024 | 0,53% | 95,10 % | 95,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 656 CHF | 237 906 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 94,17 % | 94,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 870 CHF | 236 120 CHF | 99,84% | 99,84% |
07/11/2024 | 0,53% | 93,90 % | 94,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 011 CHF | 237 261 CHF | 100,00% | 100,00% |