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% | 98,15 % | 98,65 % | 250 000 | 230 000 | 250 000 | 234 048 | 245 703 CHF | 231 197 CHF | 99,94% | 99,94% |
19/11/2024 | 0,51% | 98,07 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 186 CHF | 246 436 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 98,36 % | 98,86 % | 250 000 | 197 000 | 250 000 | 230 030 | 245 736 CHF | 227 262 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,43 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 304 CHF | 247 554 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,58 % | 99,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 461 CHF | 247 711 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,34 % | 98,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 791 CHF | 247 041 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 98,35 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 301 CHF | 247 551 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,72 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 854 CHF | 248 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,49 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 277 CHF | 247 527 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 98,57 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 167 CHF | 247 417 CHF | 100,00% | 100,00% |