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% | 97,42 % | 98,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 728 CHF | 246 728 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,45 % | 98,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 677 CHF | 246 677 CHF | 99,91% | 99,91% |
18/11/2024 | 0,82% | 97,33 % | 98,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 546 CHF | 244 546 CHF | 99,98% | 99,98% |
15/11/2024 | 0,82% | 96,81 % | 97,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 326 CHF | 245 326 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,73 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 554 CHF | 241 554 CHF | 99,98% | 99,98% |
13/11/2024 | 0,82% | 96,60 % | 97,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 351 CHF | 245 351 CHF | 99,98% | 99,98% |
12/11/2024 | 0,82% | 96,94 % | 97,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 147 CHF | 245 147 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 258 CHF | 250 258 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 815 CHF | 251 817 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 894 CHF | 251 899 CHF | 100,00% | 100,00% |