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 | 0,53% | 94,02 % | 94,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 274 CHF | 237 524 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,70 % | 95,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 223 CHF | 237 473 CHF | 89,37% | 89,37% |
18/11/2024 | 0,52% | 95,18 % | 95,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 812 CHF | 239 062 CHF | 99,67% | 99,67% |
15/11/2024 | 0,52% | 95,50 % | 96,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 622 CHF | 240 872 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,38 % | 96,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 389 CHF | 241 639 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 95,88 % | 96,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 194 CHF | 241 444 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 96,53 % | 97,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 329 CHF | 243 579 CHF | 98,74% | 98,74% |
11/11/2024 | 0,51% | 97,85 % | 98,35 % | 250 000 | 250 000 | 250 000 | 249 961 | 244 863 CHF | 246 074 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,78 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 587 CHF | 245 837 CHF | 99,83% | 99,83% |
07/11/2024 | 0,51% | 98,31 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 942 CHF | 247 192 CHF | 100,00% | 100,00% |