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 | 0,81% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 733 CHF | 246 733 CHF | 99,93% | 99,93% |
19/11/2024 | 0,82% | 97,55 % | 98,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 799 CHF | 245 799 CHF | 99,62% | 99,62% |
18/11/2024 | 0,82% | 97,80 % | 98,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 311 CHF | 246 311 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,75 % | 98,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 972 CHF | 246 972 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,24 % | 99,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 427 CHF | 247 427 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,93 % | 98,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 973 CHF | 246 973 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 755 CHF | 247 755 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 214 CHF | 248 214 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 432 CHF | 247 432 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,21 % | 99,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 224 CHF | 247 224 CHF | 99,93% | 99,93% |