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 | 0,80% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 759 CHF | 249 759 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,68 % | 99,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 200 CHF | 249 200 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 99,81 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 178 CHF | 251 178 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 99,41 % | 100,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 357 CHF | 251 357 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 260 CHF | 251 260 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,26 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 266 CHF | 250 266 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 152 CHF | 251 152 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 306 CHF | 253 331 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 788 CHF | 252 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 791 CHF | 253 816 CHF | 99,99% | 99,99% |