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% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 976 CHF | 245 976 CHF | 99,98% | 99,98% |
19/11/2024 | 0,82% | 97,38 % | 98,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 258 CHF | 245 258 CHF | 99,89% | 99,89% |
18/11/2024 | 0,82% | 97,73 % | 98,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 032 CHF | 246 032 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 663 CHF | 246 663 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 894 CHF | 246 894 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 796 CHF | 245 796 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,55 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 745 CHF | 246 745 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 569 CHF | 247 569 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,80 % | 98,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 588 CHF | 246 588 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,08 % | 98,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 746 CHF | 246 746 CHF | 100,00% | 100,00% |