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 | 1,98% | 99,84 % | 101,84 % | 220 000 | 250 000 | 245 622 | 250 000 | 245 405 CHF | 254 776 CHF | 100,00% | 100,00% |
19/11/2024 | 1,98% | 99,80 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 669 CHF | 254 669 CHF | 100,00% | 100,00% |
18/11/2024 | 1,98% | 99,97 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 064 CHF | 255 064 CHF | 100,00% | 100,00% |
15/11/2024 | 1,98% | 100,07 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 377 CHF | 255 377 CHF | 100,00% | 100,00% |
14/11/2024 | 1,97% | 100,40 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 921 CHF | 255 921 CHF | 100,00% | 100,00% |
13/11/2024 | 1,97% | 100,38 % | 102,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 121 CHF | 256 121 CHF | 100,00% | 100,00% |
12/11/2024 | 1,97% | 100,41 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 059 CHF | 256 059 CHF | 100,00% | 100,00% |
11/11/2024 | 1,97% | 100,49 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 219 CHF | 256 219 CHF | 100,00% | 100,00% |
08/11/2024 | 1,97% | 100,41 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 027 CHF | 256 027 CHF | 100,00% | 100,00% |
07/11/2024 | 1,97% | 100,47 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 147 CHF | 256 147 CHF | 100,00% | 100,00% |