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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,82% | 97,50 % | 98,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 146 CHF | 244 146 CHF | 99,58% | 99,58% |
22/11/2024 | 0,83% | 96,31 % | 97,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 137 CHF | 242 137 CHF | 99,98% | 99,98% |
20/11/2024 | 0,82% | 96,82 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 541 CHF | 245 541 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,24 % | 98,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 693 CHF | 243 693 CHF | 99,60% | 99,60% |
18/11/2024 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 064 CHF | 246 064 CHF | 99,98% | 99,98% |
15/11/2024 | 0,81% | 97,99 % | 98,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 727 CHF | 246 727 CHF | 99,97% | 99,97% |
14/11/2024 | 0,82% | 97,08 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 065 CHF | 244 065 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 99,76 % | 100,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 800 CHF | 252 818 CHF | 99,90% | 99,90% |
12/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 735 CHF | 254 760 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 465 CHF | 254 490 CHF | 100,00% | 100,00% |