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 | 0,51% | 96,17 % | 96,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 203 CHF | 243 453 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 96,24 % | 96,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 908 CHF | 241 158 CHF | 89,36% | 89,36% |
18/11/2024 | 0,51% | 96,66 % | 97,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 335 CHF | 243 585 CHF | 99,67% | 99,67% |
15/11/2024 | 0,52% | 96,33 % | 96,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 928 CHF | 242 178 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,31 % | 96,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 386 CHF | 241 636 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 95,95 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 246 CHF | 240 496 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 95,67 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 766 CHF | 240 016 CHF | 98,71% | 98,71% |
11/11/2024 | 0,52% | 95,58 % | 96,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 883 CHF | 239 133 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 94,72 % | 95,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 517 CHF | 237 767 CHF | 99,83% | 99,83% |
07/11/2024 | 0,52% | 95,57 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 256 CHF | 241 506 CHF | 100,00% | 100,00% |