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% | 96,22 % | 97,02 % | 250 000 | 235 000 | 250 000 | 236 525 | 241 012 CHF | 229 921 CHF | 99,94% | 99,94% |
19/11/2024 | 0,83% | 96,34 % | 97,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 268 CHF | 243 268 CHF | 99,90% | 99,90% |
18/11/2024 | 0,82% | 97,02 % | 97,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 808 CHF | 244 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,86 % | 97,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 526 CHF | 245 526 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 213 CHF | 250 213 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 951 CHF | 249 951 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,48 % | 100,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 442 CHF | 251 442 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 470 CHF | 252 481 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 833 CHF | 251 841 CHF | 99,91% | 99,91% |
07/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 282 CHF | 253 304 CHF | 100,00% | 100,00% |