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% | 97,51 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 242 CHF | 246 242 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 252 CHF | 247 252 CHF | 99,85% | 99,85% |
18/11/2024 | 0,81% | 98,67 % | 99,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 683 CHF | 248 683 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,69 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 999 CHF | 248 999 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 629 CHF | 248 629 CHF | 99,99% | 99,99% |
13/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 887 CHF | 247 887 CHF | 99,86% | 99,86% |
12/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 047 CHF | 249 047 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 99,04 % | 99,84 % | 250 000 | 245 000 | 250 000 | 245 012 | 247 363 CHF | 244 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,61 % | 99,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 500 CHF | 248 500 CHF | 99,92% | 99,92% |
07/11/2024 | 0,81% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 860 CHF | 248 860 CHF | 100,00% | 100,00% |