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% | 96,70 % | 97,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 913 CHF | 244 913 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,09 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 361 CHF | 244 361 CHF | 99,76% | 99,76% |
18/11/2024 | 0,81% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 754 CHF | 246 754 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 156 CHF | 248 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 454 CHF | 253 475 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,16 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 327 CHF | 252 335 CHF | 99,85% | 99,85% |
12/11/2024 | 0,80% | 99,90 % | 100,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 144 CHF | 253 164 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 149 CHF | 255 180 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 716 CHF | 254 741 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 602 CHF | 255 636 CHF | 100,00% | 100,00% |