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% | 97,27 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 907 CHF | 245 907 CHF | 99,84% | 99,84% |
19/11/2024 | 0,82% | 97,37 % | 98,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 893 CHF | 245 893 CHF | 99,96% | 99,96% |
18/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 592 CHF | 247 592 CHF | 99,98% | 99,98% |
15/11/2024 | 0,81% | 97,76 % | 98,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 309 CHF | 247 309 CHF | 99,98% | 99,98% |
14/11/2024 | 0,81% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 684 CHF | 248 684 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,32 % | 99,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 786 CHF | 247 786 CHF | 99,82% | 99,82% |
12/11/2024 | 0,81% | 98,29 % | 99,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 023 CHF | 248 023 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 311 CHF | 249 311 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 720 CHF | 248 720 CHF | 99,97% | 99,97% |
07/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 016 CHF | 254 041 CHF | 100,00% | 100,00% |