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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,82% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 793 CHF | 245 793 CHF | 99,97% | 99,97% |
20/11/2024 | 0,81% | 97,82 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 312 CHF | 247 312 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,90 % | 98,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 031 CHF | 247 031 CHF | 99,90% | 99,90% |
18/11/2024 | 0,81% | 98,67 % | 99,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 570 CHF | 248 570 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,33 % | 99,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 879 CHF | 247 879 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 526 CHF | 247 526 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 468 CHF | 247 468 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,15 % | 98,95 % | 250 000 | 246 000 | 250 000 | 247 088 | 246 238 CHF | 245 347 CHF | 99,99% | 99,99% |
11/11/2024 | 0,81% | 98,81 % | 99,61 % | 250 000 | 242 000 | 250 000 | 246 402 | 246 809 CHF | 245 227 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,55 % | 99,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 384 CHF | 248 384 CHF | 100,00% | 100,00% |