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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,82% | 97,55 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 489 CHF | 245 489 CHF | 99,90% | 99,90% |
20/11/2024 | 0,82% | 97,32 % | 98,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 829 CHF | 245 829 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 601 CHF | 245 601 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 97,97 % | 98,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 755 CHF | 246 755 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,76 % | 98,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 954 CHF | 246 954 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 414 CHF | 247 414 CHF | 99,97% | 99,97% |
13/11/2024 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 825 CHF | 246 825 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 190 CHF | 247 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,21 % | 99,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 816 CHF | 247 816 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 470 CHF | 247 470 CHF | 100,00% | 100,00% |