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 | 237 267 CHF | 239 267 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 94,29 % | 95,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 127 CHF | 238 127 CHF | 99,63% | 99,63% |
18/11/2024 | 0,84% | 95,19 % | 95,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 298 CHF | 239 298 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,49 % | 96,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 286 CHF | 242 286 CHF | 99,90% | 99,90% |
14/11/2024 | 0,83% | 96,75 % | 97,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 292 CHF | 243 292 CHF | 99,92% | 99,92% |
13/11/2024 | 0,83% | 95,59 % | 96,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 481 CHF | 241 481 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,98 % | 96,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 258 CHF | 243 258 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,10 % | 97,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 292 CHF | 245 292 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,14 % | 97,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 851 CHF | 245 851 CHF | 99,93% | 99,93% |
07/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 074 CHF | 247 074 CHF | 100,00% | 100,00% |