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% | 97,00 % | 97,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 758 CHF | 244 758 CHF | 99,92% | 99,92% |
19/11/2024 | 0,82% | 96,86 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 456 CHF | 244 456 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 97,74 % | 98,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 405 CHF | 246 405 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,64 % | 98,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 722 CHF | 246 722 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,91 % | 98,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 102 CHF | 246 102 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,29 % | 98,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 854 CHF | 244 854 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,85 % | 97,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 137 CHF | 245 137 CHF | 99,99% | 99,99% |
11/11/2024 | 0,81% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 468 CHF | 246 468 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,29 % | 98,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 567 CHF | 246 567 CHF | 97,97% | 99,97% |
07/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 954 CHF | 248 954 CHF | 100,00% | 100,00% |