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% | 94,61 % | 95,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 206 CHF | 238 956 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 94,85 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 040 CHF | 238 790 CHF | 89,38% | 89,38% |
18/11/2024 | 0,73% | 95,18 % | 95,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 923 CHF | 240 673 CHF | 99,67% | 99,67% |
15/11/2024 | 0,74% | 94,94 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 652 CHF | 238 402 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 94,76 % | 95,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 487 CHF | 239 237 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 94,71 % | 95,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 297 CHF | 238 047 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 94,35 % | 95,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 550 CHF | 237 300 CHF | 98,75% | 98,75% |
11/11/2024 | 0,74% | 94,21 % | 94,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 692 CHF | 236 442 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,53 % | 94,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 194 CHF | 234 944 CHF | 99,82% | 99,82% |
07/11/2024 | 0,74% | 93,21 % | 93,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 111 CHF | 235 861 CHF | 100,00% | 100,00% |