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% | 96,58 % | 97,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 552 CHF | 244 552 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,57 % | 97,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 304 CHF | 244 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,79 % | 98,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 796 CHF | 245 796 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 745 CHF | 247 745 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 431 CHF | 248 431 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,85 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 820 CHF | 246 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 515 CHF | 248 515 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 99,02 % | 99,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 131 CHF | 250 131 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,08 % | 99,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 826 CHF | 250 826 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,78 % | 100,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 810 CHF | 251 810 CHF | 100,00% | 100,00% |