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 | 0,71% | 97,86 % | 98,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 539 CHF | 247 289 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 97,82 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 232 CHF | 245 982 CHF | 89,40% | 89,40% |
18/11/2024 | 0,71% | 98,28 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 777 CHF | 247 527 CHF | 99,66% | 99,66% |
15/11/2024 | 0,71% | 98,59 % | 99,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 806 CHF | 248 556 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,81 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 923 CHF | 248 673 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,12 % | 98,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 183 CHF | 246 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,94 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 203 CHF | 247 953 CHF | 98,72% | 98,72% |
11/11/2024 | 0,71% | 98,87 % | 99,57 % | 250 000 | 250 000 | 250 000 | 249 988 | 247 051 CHF | 248 789 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,18 % | 98,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 687 CHF | 247 437 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,47 % | 99,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 830 CHF | 247 580 CHF | 100,00% | 100,00% |