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% | 97,19 % | 97,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 222 CHF | 245 222 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,03 % | 97,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 078 CHF | 245 078 CHF | 99,79% | 99,79% |
18/11/2024 | 0,82% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 188 CHF | 246 188 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 356 CHF | 246 356 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 967 CHF | 245 967 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 941 CHF | 245 941 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,59 % | 98,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 714 CHF | 246 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,43 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 102 CHF | 248 102 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 997 CHF | 247 997 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 677 CHF | 249 677 CHF | 100,00% | 100,00% |