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 | 0,85% | 93,64 % | 94,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 022 CHF | 237 022 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 93,58 % | 94,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 358 CHF | 236 358 CHF | 99,80% | 99,80% |
18/11/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 015 CHF | 238 015 CHF | 99,99% | 99,99% |
15/11/2024 | 0,83% | 95,82 % | 96,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 184 CHF | 243 184 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 438 CHF | 245 438 CHF | 99,92% | 99,92% |
13/11/2024 | 0,83% | 95,31 % | 96,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 187 CHF | 241 187 CHF | 99,61% | 99,61% |
12/11/2024 | 0,82% | 96,52 % | 97,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 468 CHF | 244 468 CHF | 99,99% | 99,99% |
11/11/2024 | 0,82% | 96,66 % | 97,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 747 CHF | 243 747 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,73 % | 96,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 950 CHF | 241 950 CHF | 99,98% | 99,98% |
07/11/2024 | 0,83% | 96,16 % | 96,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 322 CHF | 242 322 CHF | 99,83% | 99,83% |