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 | 0,54% | 92,13 % | 92,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 793 CHF | 232 043 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 91,78 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 997 CHF | 230 247 CHF | 89,36% | 89,36% |
18/11/2024 | 0,55% | 91,44 % | 91,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 888 CHF | 229 138 CHF | 99,66% | 99,66% |
15/11/2024 | 0,55% | 90,57 % | 91,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 577 CHF | 228 827 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 92,49 % | 92,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 683 CHF | 231 933 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 91,78 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 187 CHF | 231 437 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 93,32 % | 93,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 763 CHF | 236 013 CHF | 98,73% | 98,73% |
11/11/2024 | 0,53% | 95,06 % | 95,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 401 CHF | 238 651 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,75 % | 94,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 622 CHF | 235 872 CHF | 99,83% | 99,83% |
07/11/2024 | 0,53% | 93,56 % | 94,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 851 CHF | 236 101 CHF | 100,00% | 100,00% |