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 | 0,86% | 93,18 % | 93,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 702 CHF | 234 702 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 93,20 % | 94,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 918 CHF | 236 918 CHF | 99,94% | 99,94% |
18/11/2024 | 0,84% | 95,04 % | 95,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 693 CHF | 239 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,46 % | 96,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 949 CHF | 241 949 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 244 CHF | 249 245 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 324 CHF | 251 328 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 315 CHF | 254 340 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 617 CHF | 254 642 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 392 CHF | 254 423 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,77 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 819 CHF | 255 864 CHF | 100,00% | 100,00% |