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 | 0,82% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 334 CHF | 246 334 CHF | 99,96% | 99,96% |
19/11/2024 | 0,82% | 97,44 % | 98,24 % | 250 000 | 240 000 | 250 000 | 244 932 | 243 746 CHF | 240 772 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 98,04 % | 98,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 744 CHF | 246 744 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 874 CHF | 245 874 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 670 CHF | 244 670 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,92 % | 97,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 709 CHF | 244 709 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,18 % | 97,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 831 CHF | 245 831 CHF | 99,95% | 99,95% |
11/11/2024 | 0,81% | 97,93 % | 98,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 712 CHF | 246 712 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 816 CHF | 245 816 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 550 CHF | 246 550 CHF | 100,00% | 100,00% |