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 | 0,83% | 95,20 % | 96,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 902 CHF | 240 902 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,75 % | 96,55 % | 250 000 | 246 000 | 250 000 | 248 838 | 238 812 CHF | 239 693 CHF | 99,90% | 99,90% |
18/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 798 CHF | 242 798 CHF | 99,99% | 99,99% |
15/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 026 CHF | 243 026 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 203 CHF | 241 203 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,57 % | 96,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 602 CHF | 240 602 CHF | 99,74% | 99,74% |
12/11/2024 | 0,83% | 95,61 % | 96,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 725 CHF | 242 725 CHF | 99,98% | 99,98% |
11/11/2024 | 0,81% | 97,80 % | 98,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 899 CHF | 246 899 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,59 % | 98,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 722 CHF | 246 722 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 423 CHF | 248 423 CHF | 99,98% | 99,98% |