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% | 96,49 % | 97,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 722 CHF | 243 722 CHF | 99,99% | 99,99% |
19/11/2024 | 0,82% | 97,40 % | 98,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 551 CHF | 245 551 CHF | 99,86% | 99,86% |
18/11/2024 | 0,80% | 98,89 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 806 CHF | 249 806 CHF | 99,98% | 99,98% |
15/11/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 339 CHF | 248 339 CHF | 99,94% | 99,94% |
14/11/2024 | 0,82% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 558 CHF | 243 558 CHF | 99,99% | 99,99% |
13/11/2024 | 0,85% | 94,96 % | 95,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 552 CHF | 237 552 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 92,72 % | 93,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 297 CHF | 236 297 CHF | 99,73% | 99,73% |
11/11/2024 | 0,82% | 96,55 % | 97,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 522 CHF | 243 522 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 95,92 % | 96,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 345 CHF | 245 345 CHF | 99,86% | 99,86% |
07/11/2024 | 0,80% | 100,02 % | 100,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 792 CHF | 251 792 CHF | 99,97% | 99,97% |