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% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 376 CHF | 247 376 CHF | 99,97% | 99,97% |
19/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 005 CHF | 247 005 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 968 CHF | 246 968 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,07 % | 98,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 459 CHF | 247 459 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,10 % | 98,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 851 CHF | 246 851 CHF | 99,98% | 99,98% |
13/11/2024 | 0,81% | 97,65 % | 98,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 489 CHF | 246 489 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,82 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 054 CHF | 247 054 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,32 % | 99,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 543 CHF | 247 543 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 420 CHF | 246 420 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 240 CHF | 246 240 CHF | 100,00% | 100,00% |