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 | 0,82% | 96,77 % | 97,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 612 CHF | 244 612 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,85 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 730 CHF | 243 730 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 96,91 % | 97,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 779 CHF | 243 779 CHF | 99,96% | 99,96% |
15/11/2024 | 0,82% | 96,32 % | 97,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 471 CHF | 243 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,11 % | 97,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 059 CHF | 244 059 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 028 CHF | 247 028 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 824 CHF | 247 824 CHF | 99,98% | 99,98% |
11/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 296 CHF | 249 296 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 504 CHF | 249 504 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 498 CHF | 250 498 CHF | 100,00% | 100,00% |