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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,81% | 97,64 % | 98,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 837 CHF | 246 837 CHF | 99,22% | 99,22% |
22/11/2024 | 0,81% | 97,98 % | 98,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 411 CHF | 246 411 CHF | 99,98% | 99,98% |
20/11/2024 | 0,82% | 96,50 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 452 CHF | 243 452 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,42 % | 97,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 390 CHF | 244 390 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 015 CHF | 247 015 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,01 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 053 CHF | 247 053 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 139 CHF | 251 141 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 748 CHF | 251 753 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 580 CHF | 253 605 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 161 CHF | 254 186 CHF | 100,00% | 100,00% |