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% | 96,61 % | 97,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 109 CHF | 245 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,92 % | 97,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 040 CHF | 245 040 CHF | 99,89% | 99,89% |
18/11/2024 | 0,82% | 97,22 % | 98,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 942 CHF | 243 942 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 035 CHF | 249 035 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 100,04 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 329 CHF | 251 329 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,17 % | 97,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 174 CHF | 245 174 CHF | 99,92% | 99,92% |
12/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 440 CHF | 247 440 CHF | 99,96% | 99,96% |
11/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 988 CHF | 246 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,72 % | 97,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 905 CHF | 243 905 CHF | 99,92% | 99,92% |
07/11/2024 | 0,83% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 420 CHF | 243 420 CHF | 99,86% | 99,86% |