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% | 97,33 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 723 CHF | 246 473 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,47 % | 98,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 438 CHF | 245 188 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,11 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 305 CHF | 248 055 CHF | 99,68% | 99,68% |
15/11/2024 | 0,70% | 98,94 % | 99,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 269 CHF | 250 019 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,64 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 035 CHF | 250 785 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,56 % | 100,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 957 CHF | 250 707 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,20 % | 99,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 188 CHF | 250 938 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 99,69 % | 100,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 598 CHF | 251 348 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,77 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 501 CHF | 251 251 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 100,18 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 434 CHF | 252 184 CHF | 100,00% | 100,00% |