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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,54% | 92,45 % | 92,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 030 CHF | 232 280 CHF | 100,00% | 100,00% |
22/11/2024 | 0,54% | 92,84 % | 93,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 696 CHF | 232 946 CHF | 100,00% | 100,00% |
20/11/2024 | 0,54% | 92,48 % | 92,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 283 CHF | 233 533 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 92,69 % | 93,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 285 CHF | 232 535 CHF | 89,40% | 89,40% |
18/11/2024 | 0,54% | 92,81 % | 93,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 760 CHF | 234 010 CHF | 99,66% | 99,66% |
15/11/2024 | 0,53% | 93,23 % | 93,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 543 CHF | 235 793 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,38 % | 94,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 918 CHF | 237 168 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 94,49 % | 94,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 809 CHF | 237 059 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 94,40 % | 94,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 534 CHF | 237 784 CHF | 98,71% | 98,71% |
11/11/2024 | 0,52% | 95,06 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 729 CHF | 238 979 CHF | 100,00% | 100,00% |