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% | 96,25 % | 97,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 203 CHF | 242 203 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 96,05 % | 96,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 428 CHF | 242 428 CHF | 99,93% | 99,93% |
18/11/2024 | 0,82% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 376 CHF | 244 376 CHF | 99,97% | 99,97% |
15/11/2024 | 0,82% | 97,03 % | 97,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 356 CHF | 245 356 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 605 CHF | 244 605 CHF | 99,97% | 99,97% |
13/11/2024 | 0,83% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 438 CHF | 242 438 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,75 % | 96,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 125 CHF | 243 125 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 824 CHF | 246 824 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,39 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 089 CHF | 247 089 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,36 % | 100,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 047 CHF | 250 047 CHF | 100,00% | 100,00% |