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 | 0,82% | 96,80 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 972 CHF | 245 972 CHF | 99,90% | 99,90% |
19/11/2024 | 0,82% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 290 CHF | 246 290 CHF | 99,65% | 99,65% |
18/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 462 CHF | 246 462 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,43 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 662 CHF | 249 662 CHF | 99,94% | 99,94% |
14/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 084 CHF | 251 084 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,28 % | 100,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 350 CHF | 250 350 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,78 % | 100,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 579 CHF | 252 595 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 140 CHF | 254 165 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 847 CHF | 252 866 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 456 CHF | 252 467 CHF | 100,00% | 100,00% |