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% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 610 CHF | 247 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 264 CHF | 247 264 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,12 % | 98,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 211 CHF | 247 211 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 306 CHF | 247 306 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,19 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 228 CHF | 247 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,01 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 061 CHF | 247 061 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,18 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 602 CHF | 247 602 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,20 % | 99,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 581 CHF | 247 581 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 212 CHF | 247 212 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,12 % | 98,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 302 CHF | 247 302 CHF | 100,00% | 100,00% |