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 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 255 CHF | 247 255 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 832 CHF | 246 832 CHF | 99,85% | 99,85% |
18/11/2024 | 0,81% | 98,40 % | 99,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 050 CHF | 248 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 750 CHF | 248 750 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,43 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 876 CHF | 249 876 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 503 CHF | 249 503 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,10 % | 99,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 098 CHF | 250 098 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,74 % | 100,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 478 CHF | 251 478 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,47 % | 100,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 934 CHF | 250 934 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 532 CHF | 251 532 CHF | 99,97% | 99,97% |