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% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 684 CHF | 248 684 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 913 CHF | 247 913 CHF | 99,98% | 99,98% |
18/11/2024 | 0,82% | 98,00 % | 98,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 342 CHF | 245 342 CHF | 99,97% | 99,97% |
15/11/2024 | 0,82% | 96,71 % | 97,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 728 CHF | 243 728 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 95,59 % | 96,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 038 CHF | 241 038 CHF | 99,91% | 99,91% |
13/11/2024 | 0,83% | 96,03 % | 96,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 677 CHF | 242 677 CHF | 99,77% | 99,77% |
12/11/2024 | 0,82% | 96,21 % | 97,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 836 CHF | 243 836 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 632 CHF | 245 632 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 511 CHF | 246 511 CHF | 99,93% | 99,93% |
07/11/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 047 CHF | 248 047 CHF | 99,69% | 99,69% |