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% | 97,00 % | 97,50 % | 250 000 | 250 000 | 249 992 | 250 000 | 243 043 CHF | 244 300 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,39 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 896 CHF | 244 146 CHF | 89,37% | 89,37% |
18/11/2024 | 0,51% | 97,38 % | 97,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 001 CHF | 244 251 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 96,93 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 547 CHF | 243 797 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,69 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 688 CHF | 243 938 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 96,15 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 596 CHF | 240 846 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 95,77 % | 96,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 606 CHF | 241 856 CHF | 98,74% | 98,74% |
11/11/2024 | 0,51% | 96,77 % | 97,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 796 CHF | 244 046 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,04 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 349 CHF | 244 599 CHF | 99,82% | 99,82% |
07/11/2024 | 0,51% | 97,66 % | 98,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 020 CHF | 246 270 CHF | 100,00% | 100,00% |