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 | 0,83% | 96,12 % | 96,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 121 CHF | 243 121 CHF | 99,91% | 99,91% |
19/11/2024 | 0,83% | 96,17 % | 96,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 355 CHF | 242 355 CHF | 99,79% | 99,79% |
18/11/2024 | 0,83% | 96,27 % | 97,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 688 CHF | 242 688 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,13 % | 96,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 800 CHF | 242 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,65 % | 97,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 102 CHF | 243 102 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,24 % | 97,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 346 CHF | 242 346 CHF | 99,99% | 99,99% |
12/11/2024 | 0,83% | 96,21 % | 97,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 147 CHF | 243 147 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,87 % | 97,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 459 CHF | 244 459 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,74 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 356 CHF | 244 356 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 530 CHF | 245 530 CHF | 100,00% | 100,00% |