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% | 96,87 % | 97,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 052 CHF | 245 052 CHF | 99,93% | 99,93% |
19/11/2024 | 0,82% | 96,88 % | 97,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 138 CHF | 244 138 CHF | 99,82% | 99,82% |
18/11/2024 | 0,82% | 97,36 % | 98,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 073 CHF | 245 073 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,19 % | 97,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 652 CHF | 245 652 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 210 CHF | 246 210 CHF | 99,99% | 99,99% |
13/11/2024 | 0,82% | 97,39 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 492 CHF | 245 492 CHF | 99,88% | 99,88% |
12/11/2024 | 0,81% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 056 CHF | 247 056 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,43 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 970 CHF | 247 970 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 933 CHF | 246 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 948 CHF | 246 948 CHF | 100,00% | 100,00% |