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% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 841 CHF | 245 841 CHF | 100,00% | 100,00% |
20/11/2024 | 0,82% | 97,27 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 726 CHF | 245 726 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,08 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 633 CHF | 244 633 CHF | 99,98% | 99,98% |
18/11/2024 | 0,82% | 97,27 % | 98,07 % | 250 000 | 240 000 | 250 000 | 246 546 | 243 030 CHF | 241 645 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,31 % | 98,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 830 CHF | 245 830 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,72 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 098 CHF | 246 098 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 007 CHF | 246 007 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,05 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 850 CHF | 249 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,33 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 256 CHF | 250 256 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,06 % | 99,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 599 CHF | 249 599 CHF | 100,00% | 100,00% |