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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,82% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 231 CHF | 246 231 CHF | 99,59% | 99,59% |
22/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 758 CHF | 246 758 CHF | 100,00% | 100,00% |
20/11/2024 | 0,82% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 815 CHF | 245 815 CHF | 99,93% | 99,93% |
19/11/2024 | 0,82% | 97,55 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 564 CHF | 245 564 CHF | 99,97% | 99,97% |
18/11/2024 | 0,81% | 97,88 % | 98,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 594 CHF | 246 594 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,73 % | 98,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 543 CHF | 246 543 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 97,86 % | 98,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 794 CHF | 246 794 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,95 % | 98,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 343 CHF | 247 343 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 103 CHF | 247 103 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 492 CHF | 248 492 CHF | 100,00% | 100,00% |