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% | 98,42 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 059 CHF | 249 059 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,82 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 602 CHF | 248 602 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 401 CHF | 250 401 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 068 CHF | 251 068 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 324 CHF | 250 324 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 536 CHF | 249 536 CHF | 99,84% | 99,84% |
12/11/2024 | 0,80% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 147 CHF | 250 147 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 911 CHF | 251 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,70 % | 100,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 602 CHF | 251 602 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 261 CHF | 253 286 CHF | 100,00% | 100,00% |