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 | 0,54% | 92,10 % | 92,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 401 CHF | 232 651 CHF | 81,86% | 81,86% |
19/11/2024 | 0,54% | 92,26 % | 92,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 745 CHF | 232 995 CHF | 87,73% | 87,73% |
18/11/2024 | 0,53% | 92,77 % | 93,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 273 CHF | 234 523 CHF | 29,19% | 29,19% |
15/11/2024 | 0,52% | 95,18 % | 95,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 987 CHF | 243 237 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,03 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 208 CHF | 249 458 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,80 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 237 CHF | 250 487 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,44 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 104 CHF | 254 354 CHF | 98,75% | 98,75% |
11/11/2024 | 0,49% | 101,53 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 224 CHF | 256 474 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,47 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 851 CHF | 255 101 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 101,49 % | 101,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 551 CHF | 254 801 CHF | 100,00% | 100,00% |