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% | 98,17 % | 98,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 217 CHF | 248 217 CHF | 99,95% | 99,95% |
19/11/2024 | 0,81% | 97,91 % | 98,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 367 CHF | 247 367 CHF | 99,97% | 99,97% |
18/11/2024 | 0,82% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 007 CHF | 246 007 CHF | 99,98% | 99,98% |
15/11/2024 | 0,81% | 97,51 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 704 CHF | 246 704 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,46 % | 98,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 303 CHF | 245 303 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,67 % | 98,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 868 CHF | 246 868 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 278 CHF | 247 278 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,76 % | 99,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 404 CHF | 250 404 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,34 % | 100,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 599 CHF | 251 601 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,05 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 481 CHF | 251 481 CHF | 99,99% | 99,99% |