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% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 845 CHF | 247 845 CHF | 99,95% | 99,95% |
19/11/2024 | 0,81% | 98,57 % | 99,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 324 CHF | 248 324 CHF | 99,90% | 99,90% |
18/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 259 CHF | 250 259 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 879 CHF | 249 879 CHF | 99,97% | 99,97% |
14/11/2024 | 0,81% | 98,60 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 926 CHF | 246 926 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,09 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 476 CHF | 243 476 CHF | 99,99% | 99,99% |
12/11/2024 | 0,83% | 95,38 % | 96,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 789 CHF | 241 789 CHF | 99,97% | 99,97% |
11/11/2024 | 0,82% | 97,56 % | 98,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 114 CHF | 246 114 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,08 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 282 CHF | 247 282 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 347 CHF | 251 347 CHF | 100,00% | 100,00% |