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% | 97,19 % | 97,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 704 CHF | 245 454 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,30 % | 98,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 873 CHF | 244 623 CHF | 89,38% | 89,38% |
18/11/2024 | 0,72% | 97,46 % | 98,16 % | 250 000 | 250 000 | 250 000 | 249 958 | 243 203 CHF | 244 912 CHF | 99,67% | 99,67% |
15/11/2024 | 0,71% | 97,37 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 098 CHF | 245 848 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 97,89 % | 98,59 % | 250 000 | 250 000 | 250 000 | 249 960 | 244 571 CHF | 246 282 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,54 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 932 CHF | 245 682 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,53 % | 98,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 390 CHF | 246 140 CHF | 98,72% | 98,72% |
11/11/2024 | 0,71% | 97,89 % | 98,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 840 CHF | 246 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 97,77 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 234 CHF | 245 984 CHF | 99,83% | 99,83% |
07/11/2024 | 0,72% | 97,69 % | 98,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 688 CHF | 245 438 CHF | 100,00% | 100,00% |