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% | 97,35 % | 98,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 988 CHF | 245 988 CHF | 99,98% | 99,98% |
19/11/2024 | 0,82% | 96,96 % | 97,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 599 CHF | 245 599 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,85 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 006 CHF | 246 006 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 381 CHF | 246 381 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 678 CHF | 245 678 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,88 % | 97,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 793 CHF | 244 793 CHF | 99,85% | 99,85% |
12/11/2024 | 0,82% | 96,81 % | 97,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 987 CHF | 244 987 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,68 % | 98,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 858 CHF | 246 858 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,86 % | 98,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 823 CHF | 247 823 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 639 CHF | 249 639 CHF | 100,00% | 100,00% |