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% | 96,18 % | 96,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 416 CHF | 243 416 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 96,23 % | 97,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 341 CHF | 242 341 CHF | 99,96% | 99,96% |
18/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 699 CHF | 242 699 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,07 % | 96,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 725 CHF | 242 725 CHF | 99,97% | 99,97% |
14/11/2024 | 0,83% | 96,79 % | 97,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 065 CHF | 243 065 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 433 CHF | 241 433 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 337 CHF | 242 337 CHF | 99,98% | 99,98% |
11/11/2024 | 0,82% | 96,63 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 043 CHF | 244 043 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,70 % | 97,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 149 CHF | 244 149 CHF | 99,99% | 99,99% |
07/11/2024 | 0,82% | 97,29 % | 98,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 673 CHF | 245 673 CHF | 100,00% | 100,00% |