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 | 0,84% | 94,36 % | 95,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 013 CHF | 238 013 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 93,87 % | 94,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 910 CHF | 236 910 CHF | 99,97% | 99,97% |
18/11/2024 | 0,85% | 93,88 % | 94,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 207 CHF | 236 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 93,27 % | 94,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 890 CHF | 234 890 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,48 % | 93,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 970 CHF | 232 970 CHF | 99,98% | 99,98% |
13/11/2024 | 0,86% | 92,67 % | 93,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 202 CHF | 234 202 CHF | 99,97% | 99,97% |
12/11/2024 | 0,86% | 92,50 % | 93,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 446 CHF | 234 446 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 311 CHF | 237 311 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,68 % | 95,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 155 CHF | 240 155 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,12 % | 97,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 219 CHF | 244 219 CHF | 100,00% | 100,00% |