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% | 94,94 % | 95,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 309 CHF | 239 309 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 94,84 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 867 CHF | 240 867 CHF | 99,96% | 99,96% |
18/11/2024 | 0,82% | 96,63 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 560 CHF | 243 560 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,36 % | 97,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 579 CHF | 243 579 CHF | 99,98% | 99,98% |
14/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 518 CHF | 248 518 CHF | 99,97% | 99,97% |
13/11/2024 | 0,81% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 202 CHF | 249 202 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,33 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 083 CHF | 251 083 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 473 CHF | 251 473 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 237 CHF | 251 237 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,02 % | 100,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 857 CHF | 251 857 CHF | 100,00% | 100,00% |