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% | 96,78 % | 97,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 481 CHF | 244 481 CHF | 99,97% | 99,97% |
19/11/2024 | 0,82% | 96,45 % | 97,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 509 CHF | 243 509 CHF | 99,89% | 99,89% |
18/11/2024 | 0,82% | 97,07 % | 97,87 % | 250 000 | 205 000 | 250 000 | 220 731 | 242 469 CHF | 215 859 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,07 % | 97,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 307 CHF | 245 307 CHF | 99,99% | 99,99% |
14/11/2024 | 0,82% | 97,50 % | 98,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 430 CHF | 245 430 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 919 CHF | 244 919 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,03 % | 97,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 560 CHF | 245 560 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 979 CHF | 245 979 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,27 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 546 CHF | 245 546 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,78 % | 98,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 407 CHF | 246 407 CHF | 100,00% | 100,00% |