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 | 241 328 CHF | 243 328 CHF | 99,85% | 99,85% |
19/11/2024 | 0,83% | 96,30 % | 97,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 931 CHF | 242 931 CHF | 99,88% | 99,88% |
18/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 076 CHF | 245 076 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 746 CHF | 244 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 284 CHF | 245 284 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,80 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 301 CHF | 244 301 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,90 % | 97,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 822 CHF | 244 822 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,74 % | 98,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 676 CHF | 246 676 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 548 CHF | 246 548 CHF | 99,88% | 99,88% |
07/11/2024 | 0,81% | 97,74 % | 98,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 576 CHF | 246 576 CHF | 100,00% | 100,00% |