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 | 242 828 CHF | 244 828 CHF | 99,99% | 99,99% |
19/11/2024 | 0,82% | 96,63 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 316 CHF | 244 316 CHF | 99,86% | 99,86% |
18/11/2024 | 0,82% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 040 CHF | 245 040 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,13 % | 97,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 612 CHF | 245 612 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 97,94 % | 98,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 439 CHF | 246 439 CHF | 99,99% | 99,99% |
13/11/2024 | 0,82% | 96,60 % | 97,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 928 CHF | 243 928 CHF | 99,91% | 99,91% |
12/11/2024 | 0,82% | 96,73 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 226 CHF | 245 226 CHF | 99,92% | 99,92% |
11/11/2024 | 0,81% | 97,88 % | 98,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 956 CHF | 246 956 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 969 CHF | 246 969 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,32 % | 99,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 272 CHF | 248 272 CHF | 100,00% | 100,00% |