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 | 0,59% | 84,54 % | 85,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 618 CHF | 211 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 84,54 % | 85,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 809 CHF | 214 059 CHF | 89,36% | 89,36% |
18/11/2024 | 0,58% | 86,25 % | 86,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 641 CHF | 216 891 CHF | 99,68% | 99,68% |
15/11/2024 | 0,57% | 87,51 % | 88,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 379 CHF | 221 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 90,92 % | 91,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 435 CHF | 230 685 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 93,10 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 279 CHF | 232 529 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 93,69 % | 94,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 259 CHF | 237 509 CHF | 98,72% | 98,72% |
11/11/2024 | 0,52% | 94,77 % | 95,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 663 CHF | 238 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 94,44 % | 94,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 263 CHF | 236 513 CHF | 99,83% | 99,83% |
07/11/2024 | 0,53% | 94,36 % | 94,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 849 CHF | 237 099 CHF | 100,00% | 100,00% |