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% | 96,53 % | 97,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 381 CHF | 244 381 CHF | 99,95% | 99,95% |
19/11/2024 | 0,82% | 96,91 % | 97,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 694 CHF | 243 694 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 96,99 % | 97,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 857 CHF | 243 857 CHF | 99,97% | 99,97% |
15/11/2024 | 0,83% | 96,30 % | 97,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 351 CHF | 243 351 CHF | 99,98% | 99,98% |
14/11/2024 | 0,82% | 97,43 % | 98,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 051 CHF | 244 051 CHF | 99,92% | 99,92% |
13/11/2024 | 0,83% | 95,88 % | 96,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 015 CHF | 241 015 CHF | 99,86% | 99,86% |
12/11/2024 | 0,83% | 95,37 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 934 CHF | 241 934 CHF | 99,95% | 99,95% |
11/11/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 561 CHF | 244 561 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,96 % | 97,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 913 CHF | 244 913 CHF | 99,93% | 99,93% |
07/11/2024 | 0,81% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 741 CHF | 246 741 CHF | 100,00% | 100,00% |