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 | 0,71% | 97,58 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 295 CHF | 246 045 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,64 % | 98,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 878 CHF | 245 628 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 97,71 % | 98,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 099 CHF | 245 849 CHF | 99,66% | 99,66% |
15/11/2024 | 0,72% | 97,49 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 738 CHF | 245 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 97,82 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 886 CHF | 245 636 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 97,16 % | 97,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 539 CHF | 244 289 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 96,87 % | 97,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 921 CHF | 244 671 CHF | 98,74% | 98,74% |
11/11/2024 | 0,72% | 97,38 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 857 CHF | 245 607 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 97,47 % | 98,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 988 CHF | 245 738 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 97,57 % | 98,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 383 CHF | 246 133 CHF | 100,00% | 100,00% |