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 | 1,03% | 96,35 % | 97,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 679 CHF | 244 179 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 96,62 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 831 CHF | 243 331 CHF | 89,37% | 89,37% |
18/11/2024 | 1,03% | 96,77 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 635 CHF | 244 135 CHF | 99,68% | 99,68% |
15/11/2024 | 1,03% | 96,65 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 476 CHF | 244 976 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 97,31 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 865 CHF | 245 365 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 96,87 % | 97,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 097 CHF | 244 597 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 96,95 % | 97,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 095 CHF | 245 595 CHF | 98,75% | 98,75% |
11/11/2024 | 1,02% | 97,62 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 890 CHF | 246 390 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,06 % | 98,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 723 CHF | 245 223 CHF | 99,84% | 99,84% |
07/11/2024 | 1,02% | 97,20 % | 98,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 673 CHF | 245 173 CHF | 100,00% | 100,00% |