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 | 0,72% | 96,83 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 507 CHF | 245 257 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,37 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 309 CHF | 245 059 CHF | 89,37% | 89,37% |
18/11/2024 | 0,71% | 97,92 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 069 CHF | 245 819 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 97,95 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 072 CHF | 247 822 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,84 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 284 CHF | 249 034 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,51 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 607 CHF | 248 357 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 98,89 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 829 CHF | 249 579 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,27 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 276 CHF | 250 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,96 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 154 CHF | 248 904 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,95 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 342 CHF | 249 092 CHF | 100,00% | 100,00% |