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 | 0,73% | 94,77 % | 95,47 % | 250 000 | 250 000 | 250 000 | 249 979 | 238 681 CHF | 240 410 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 95,16 % | 95,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 506 CHF | 239 256 CHF | 89,38% | 89,38% |
18/11/2024 | 0,73% | 95,94 % | 96,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 667 CHF | 241 417 CHF | 99,68% | 99,68% |
15/11/2024 | 0,72% | 96,61 % | 97,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 514 CHF | 245 264 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,27 % | 98,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 401 CHF | 247 151 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,61 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 964 CHF | 245 714 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,92 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 011 CHF | 247 761 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 98,79 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 459 CHF | 249 209 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,78 % | 99,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 811 CHF | 248 561 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,10 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 912 CHF | 249 662 CHF | 100,00% | 100,00% |