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% | 97,33 % | 98,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 194 CHF | 246 194 CHF | 99,97% | 99,97% |
19/11/2024 | 0,82% | 96,99 % | 97,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 251 CHF | 244 251 CHF | 99,52% | 99,52% |
18/11/2024 | 0,82% | 97,69 % | 98,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 274 CHF | 246 274 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 617 CHF | 246 617 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,90 % | 98,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 358 CHF | 246 358 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 749 CHF | 245 749 CHF | 99,97% | 99,97% |
12/11/2024 | 0,81% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 895 CHF | 246 895 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,43 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 586 CHF | 247 586 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 922 CHF | 245 922 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,07 % | 98,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 924 CHF | 246 924 CHF | 100,00% | 100,00% |