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 | 0,72% | 96,35 % | 97,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 586 CHF | 243 336 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 96,56 % | 97,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 985 CHF | 242 735 CHF | 89,36% | 89,36% |
18/11/2024 | 0,72% | 96,64 % | 97,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 366 CHF | 243 116 CHF | 99,66% | 99,66% |
15/11/2024 | 0,72% | 96,80 % | 97,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 591 CHF | 244 341 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 97,62 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 366 CHF | 245 116 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 97,53 % | 98,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 613 CHF | 245 363 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,55 % | 98,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 520 CHF | 246 270 CHF | 98,75% | 98,75% |
11/11/2024 | 0,71% | 98,19 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 759 CHF | 247 509 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,52 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 899 CHF | 248 649 CHF | 99,83% | 99,83% |
07/11/2024 | 0,70% | 98,90 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 026 CHF | 249 776 CHF | 100,00% | 100,00% |