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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,72% | 97,49 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 843 CHF | 245 593 CHF | 100,00% | 100,00% |
22/11/2024 | 0,71% | 97,82 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 960 CHF | 245 710 CHF | 100,00% | 100,00% |
20/11/2024 | 0,72% | 96,59 % | 97,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 994 CHF | 243 744 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 96,58 % | 97,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 949 CHF | 242 699 CHF | 89,40% | 89,40% |
18/11/2024 | 0,72% | 96,75 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 703 CHF | 243 453 CHF | 99,67% | 99,67% |
15/11/2024 | 0,72% | 96,98 % | 97,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 899 CHF | 244 649 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 97,53 % | 98,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 445 CHF | 245 195 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,71 % | 98,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 371 CHF | 246 121 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,23 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 233 CHF | 247 983 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 99,19 % | 99,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 276 CHF | 250 026 CHF | 100,00% | 100,00% |