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% | 95,73 % | 96,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 152 CHF | 242 152 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 244 CHF | 242 244 CHF | 99,87% | 99,87% |
18/11/2024 | 0,82% | 97,21 % | 98,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 548 CHF | 244 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,27 % | 97,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 036 CHF | 244 036 CHF | 99,99% | 99,99% |
14/11/2024 | 0,82% | 97,40 % | 98,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 214 CHF | 245 214 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,88 % | 97,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 252 CHF | 244 252 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,76 % | 97,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 635 CHF | 244 635 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,50 % | 98,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 109 CHF | 246 109 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 641 CHF | 245 641 CHF | 99,93% | 99,93% |
07/11/2024 | 0,82% | 97,36 % | 98,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 775 CHF | 245 775 CHF | 99,99% | 99,99% |