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% | 98,45 % | 99,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 482 CHF | 248 482 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 374 CHF | 248 374 CHF | 99,74% | 99,74% |
18/11/2024 | 0,81% | 98,94 % | 99,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 880 CHF | 248 880 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,41 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 659 CHF | 247 659 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 419 CHF | 246 419 CHF | 99,92% | 99,92% |
13/11/2024 | 0,83% | 96,56 % | 97,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 867 CHF | 242 867 CHF | 99,81% | 99,81% |
12/11/2024 | 0,82% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 707 CHF | 243 707 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,68 % | 97,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 140 CHF | 244 140 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,31 % | 97,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 661 CHF | 244 661 CHF | 99,92% | 99,92% |
07/11/2024 | 0,82% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 375 CHF | 246 375 CHF | 100,00% | 100,00% |