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% | 95,22 % | 96,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 096 CHF | 240 096 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 94,82 % | 95,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 242 CHF | 239 242 CHF | 99,75% | 99,75% |
18/11/2024 | 0,84% | 95,23 % | 96,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 476 CHF | 239 476 CHF | 99,99% | 99,99% |
15/11/2024 | 0,84% | 95,22 % | 96,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 369 CHF | 239 369 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 833 CHF | 237 833 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,34 % | 94,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 425 CHF | 235 425 CHF | 99,99% | 99,99% |
12/11/2024 | 0,85% | 93,31 % | 94,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 996 CHF | 235 996 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 661 CHF | 236 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,50 % | 94,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 801 CHF | 236 801 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 94,02 % | 94,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 657 CHF | 237 657 CHF | 100,00% | 100,00% |