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 | 0,52% | 95,82 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 177 CHF | 242 427 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 96,67 % | 97,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 367 CHF | 242 617 CHF | 89,36% | 89,36% |
18/11/2024 | 0,52% | 97,16 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 071 CHF | 243 321 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 97,55 % | 98,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 632 CHF | 246 882 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,06 % | 99,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 789 CHF | 249 039 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,43 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 553 CHF | 247 803 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,19 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 760 CHF | 250 010 CHF | 98,71% | 98,71% |
11/11/2024 | 0,50% | 99,78 % | 100,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 722 CHF | 250 972 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,51 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 409 CHF | 249 659 CHF | 99,84% | 99,84% |
07/11/2024 | 0,50% | 99,48 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 651 CHF | 249 901 CHF | 100,00% | 100,00% |