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 | 0,74% | 93,54 % | 94,24 % | 260 000 | 260 000 | 260 000 | 260 000 | 244 144 CHF | 245 964 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 93,71 % | 94,41 % | 260 000 | 260 000 | 260 000 | 260 000 | 243 006 CHF | 244 826 CHF | 89,38% | 89,38% |
18/11/2024 | 0,74% | 93,89 % | 94,59 % | 260 000 | 260 000 | 260 000 | 260 000 | 244 969 CHF | 246 789 CHF | 99,67% | 99,67% |
15/11/2024 | 0,74% | 94,07 % | 94,77 % | 260 000 | 260 000 | 260 000 | 260 000 | 246 602 CHF | 248 422 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 95,65 % | 96,35 % | 260 000 | 260 000 | 260 000 | 260 000 | 248 700 CHF | 250 520 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 95,37 % | 96,07 % | 260 000 | 260 000 | 260 000 | 260 000 | 248 563 CHF | 250 383 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 95,70 % | 96,40 % | 260 000 | 260 000 | 260 000 | 260 000 | 249 539 CHF | 251 359 CHF | 98,75% | 98,75% |
11/11/2024 | 0,73% | 96,07 % | 96,77 % | 260 000 | 260 000 | 260 000 | 260 000 | 249 805 CHF | 251 625 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 95,97 % | 96,67 % | 260 000 | 260 000 | 260 000 | 260 000 | 249 644 CHF | 251 464 CHF | 99,84% | 99,84% |
07/11/2024 | 0,73% | 95,85 % | 96,55 % | 260 000 | 260 000 | 260 000 | 260 000 | 248 907 CHF | 250 727 CHF | 100,00% | 100,00% |