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 | 0,83% | 95,65 % | 96,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 032 CHF | 242 032 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,37 % | 97,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 307 CHF | 244 307 CHF | 99,92% | 99,92% |
18/11/2024 | 0,82% | 97,25 % | 98,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 137 CHF | 245 137 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,18 % | 97,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 451 CHF | 245 451 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 889 CHF | 244 889 CHF | 99,90% | 99,90% |
13/11/2024 | 0,82% | 96,65 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 251 CHF | 244 251 CHF | 99,99% | 99,99% |
12/11/2024 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 821 CHF | 242 821 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,95 % | 97,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 139 CHF | 245 139 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,82 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 982 CHF | 244 982 CHF | 99,93% | 99,93% |
07/11/2024 | 0,82% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 377 CHF | 245 377 CHF | 100,00% | 100,00% |