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% | 95,00 % | 95,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 561 CHF | 242 561 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 112 CHF | 248 112 CHF | 99,82% | 99,82% |
18/11/2024 | 0,80% | 99,03 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 532 CHF | 250 532 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 218 CHF | 250 218 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,26 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 062 CHF | 249 062 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 793 CHF | 248 793 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 99,03 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 934 CHF | 251 936 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 573 CHF | 251 573 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,94 % | 100,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 257 CHF | 251 257 CHF | 99,94% | 99,94% |
07/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 637 CHF | 251 641 CHF | 100,00% | 100,00% |