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 | 0,77% | 90,79 % | 91,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 103 CHF | 228 853 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 90,49 % | 91,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 557 CHF | 228 307 CHF | 89,40% | 89,40% |
18/11/2024 | 0,76% | 91,62 % | 92,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 704 CHF | 230 454 CHF | 99,65% | 99,65% |
15/11/2024 | 0,75% | 91,64 % | 92,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 697 CHF | 233 447 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,10 % | 93,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 396 CHF | 234 146 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 93,08 % | 93,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 117 CHF | 234 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 93,83 % | 94,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 099 CHF | 236 849 CHF | 98,72% | 98,72% |
11/11/2024 | 0,73% | 94,59 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 351 CHF | 239 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 94,89 % | 95,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 891 CHF | 239 641 CHF | 99,84% | 99,84% |
07/11/2024 | 0,73% | 95,59 % | 96,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 253 CHF | 242 003 CHF | 100,00% | 100,00% |