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 | 0,51% | 98,37 % | 98,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 198 CHF | 246 448 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,83 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 037 CHF | 247 287 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 99,54 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 521 CHF | 248 771 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 99,02 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 049 CHF | 249 299 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,73 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 157 CHF | 251 407 CHF | 93,17% | 93,17% |
13/11/2024 | 0,50% | 99,60 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 460 CHF | 250 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,35 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 566 CHF | 253 816 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 101,86 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 988 CHF | 256 238 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,93 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 283 CHF | 256 533 CHF | 99,82% | 99,82% |
07/11/2024 | 0,49% | 102,26 % | 102,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 827 CHF | 257 077 CHF | 100,00% | 100,00% |