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% | 97,29 % | 98,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 394 CHF | 245 394 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,27 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 423 CHF | 245 423 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 97,94 % | 98,74 % | 235 000 | 250 000 | 246 465 | 250 000 | 241 173 CHF | 246 634 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 723 CHF | 246 723 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 844 CHF | 246 844 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,64 % | 98,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 186 CHF | 246 186 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 648 CHF | 246 648 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,24 % | 99,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 869 CHF | 247 869 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,31 % | 99,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 147 CHF | 248 147 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 469 CHF | 249 469 CHF | 100,00% | 100,00% |