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% | 94,48 % | 95,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 267 CHF | 240 267 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 95,71 % | 96,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 118 CHF | 240 118 CHF | 99,75% | 99,75% |
18/11/2024 | 0,84% | 95,37 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 681 CHF | 239 681 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 95,75 % | 96,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 600 CHF | 243 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 184 CHF | 246 184 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 618 CHF | 246 618 CHF | 99,91% | 99,91% |
12/11/2024 | 0,81% | 98,57 % | 99,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 378 CHF | 249 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,76 % | 99,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 422 CHF | 249 422 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 512 CHF | 248 512 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,91 % | 99,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 816 CHF | 248 816 CHF | 100,00% | 100,00% |