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 | 0,83% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 694 CHF | 242 694 CHF | 99,92% | 99,92% |
19/11/2024 | 0,82% | 96,28 % | 97,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 541 CHF | 243 541 CHF | 99,87% | 99,87% |
18/11/2024 | 0,82% | 97,26 % | 98,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 058 CHF | 245 058 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,18 % | 97,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 509 CHF | 246 509 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,39 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 671 CHF | 251 676 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 749 CHF | 252 766 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 566 CHF | 254 591 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,97 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 651 CHF | 254 676 CHF | 100,00% | 100,00% |