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% | 97,23 % | 98,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 736 CHF | 245 736 CHF | 99,92% | 99,92% |
19/11/2024 | 0,82% | 97,31 % | 98,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 928 CHF | 244 928 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 223 CHF | 245 223 CHF | 99,99% | 99,99% |
15/11/2024 | 0,82% | 97,26 % | 98,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 658 CHF | 245 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 182 CHF | 246 182 CHF | 99,92% | 99,92% |
13/11/2024 | 0,82% | 97,41 % | 98,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 139 CHF | 245 139 CHF | 99,86% | 99,86% |
12/11/2024 | 0,82% | 97,36 % | 98,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 915 CHF | 245 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,00 % | 98,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 250 CHF | 247 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,95 % | 98,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 127 CHF | 247 127 CHF | 99,99% | 99,99% |
07/11/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 398 CHF | 248 398 CHF | 100,00% | 100,00% |