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% | 92,39 % | 93,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 699 CHF | 233 699 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 92,65 % | 93,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 592 CHF | 234 592 CHF | 99,81% | 99,81% |
18/11/2024 | 0,85% | 93,82 % | 94,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 613 CHF | 236 613 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,89 % | 94,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 574 CHF | 237 574 CHF | 99,97% | 99,97% |
14/11/2024 | 0,83% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 031 CHF | 242 031 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,25 % | 97,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 280 CHF | 241 280 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 238 CHF | 243 238 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,11 % | 97,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 191 CHF | 245 191 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,98 % | 97,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 292 CHF | 245 292 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,25 % | 99,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 780 CHF | 247 780 CHF | 99,99% | 99,99% |