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 | 0,84% | 94,21 % | 95,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 150 CHF | 238 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 93,86 % | 94,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 781 CHF | 237 781 CHF | 99,88% | 99,88% |
18/11/2024 | 0,85% | 93,73 % | 94,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 366 CHF | 235 366 CHF | 99,99% | 99,99% |
15/11/2024 | 0,86% | 92,72 % | 93,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 673 CHF | 232 673 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,21 % | 93,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 063 CHF | 232 063 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,04 % | 93,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 425 CHF | 235 425 CHF | 99,89% | 99,89% |
12/11/2024 | 0,85% | 93,12 % | 93,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 950 CHF | 236 950 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,04 % | 95,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 022 CHF | 243 022 CHF | 99,91% | 99,91% |
08/11/2024 | 0,82% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 623 CHF | 245 623 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 368 CHF | 245 368 CHF | 99,99% | 99,99% |