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 | 0,56% | 89,23 % | 89,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 270 CHF | 224 520 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 89,74 % | 90,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 415 CHF | 227 665 CHF | 89,36% | 89,36% |
18/11/2024 | 0,54% | 91,78 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 989 CHF | 232 239 CHF | 99,67% | 99,67% |
15/11/2024 | 0,54% | 92,86 % | 93,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 708 CHF | 232 958 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 95,36 % | 95,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 993 CHF | 242 243 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,05 % | 98,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 102 CHF | 244 352 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,46 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 066 CHF | 248 316 CHF | 98,71% | 98,71% |
11/11/2024 | 0,50% | 98,90 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 124 CHF | 248 374 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,41 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 884 CHF | 246 134 CHF | 99,84% | 99,84% |
07/11/2024 | 0,51% | 97,97 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 960 CHF | 246 210 CHF | 100,00% | 100,00% |