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 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 255 CHF | 248 255 CHF | 99,92% | 99,92% |
19/11/2024 | 0,81% | 98,48 % | 99,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 141 CHF | 248 141 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 506 CHF | 248 506 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,63 % | 99,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 343 CHF | 249 343 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,39 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 075 CHF | 250 075 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 970 CHF | 254 995 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 814 CHF | 255 856 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 003 CHF | 257 053 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,51 % | 102,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 001 CHF | 256 049 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 348 CHF | 256 398 CHF | 100,00% | 100,00% |