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 | 0,82% | 96,74 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 270 CHF | 244 270 CHF | 99,86% | 99,86% |
19/11/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 678 CHF | 243 678 CHF | 99,76% | 99,76% |
18/11/2024 | 0,82% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 322 CHF | 244 322 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,00 % | 97,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 935 CHF | 244 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,42 % | 98,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 180 CHF | 245 180 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,05 % | 97,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 567 CHF | 244 567 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,08 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 251 CHF | 245 251 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 019 CHF | 246 019 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,29 % | 98,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 210 CHF | 245 210 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 644 CHF | 245 644 CHF | 100,00% | 100,00% |