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% | 96,97 % | 97,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 904 CHF | 244 904 CHF | 99,98% | 99,98% |
19/11/2024 | 0,83% | 96,56 % | 97,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 811 CHF | 242 811 CHF | 99,87% | 99,87% |
18/11/2024 | 0,82% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 315 CHF | 246 315 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 335 CHF | 249 335 CHF | 99,98% | 99,98% |
14/11/2024 | 0,81% | 99,28 % | 100,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 408 CHF | 247 408 CHF | 98,99% | 98,99% |
13/11/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 909 CHF | 250 909 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,75 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 557 CHF | 252 572 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 255 CHF | 254 280 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 000 CHF | 254 025 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,42 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 320 CHF | 255 346 CHF | 100,00% | 100,00% |