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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,70% | 99,24 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 058 CHF | 249 808 CHF | 100,00% | 100,00% |
20/11/2024 | 0,70% | 98,81 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 569 CHF | 249 319 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,88 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 035 CHF | 248 785 CHF | 89,40% | 89,40% |
18/11/2024 | 0,71% | 99,07 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 295 CHF | 249 045 CHF | 99,66% | 99,66% |
15/11/2024 | 0,70% | 98,92 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 868 CHF | 249 618 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,80 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 844 CHF | 253 594 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,62 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 526 CHF | 253 276 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,56 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 749 CHF | 253 499 CHF | 98,72% | 98,72% |
11/11/2024 | 0,69% | 100,86 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 194 CHF | 253 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,75 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 787 CHF | 253 537 CHF | 99,84% | 99,84% |