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% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 911 CHF | 247 911 CHF | 99,98% | 99,98% |
19/11/2024 | 0,81% | 98,17 % | 98,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 724 CHF | 247 724 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 404 CHF | 249 404 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,45 % | 99,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 845 CHF | 248 845 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 302 CHF | 250 302 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,19 % | 99,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 823 CHF | 249 823 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,88 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 807 CHF | 249 807 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,78 % | 100,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 456 CHF | 251 456 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,23 % | 100,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 591 CHF | 250 591 CHF | 99,87% | 99,87% |
07/11/2024 | 0,80% | 99,77 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 273 CHF | 252 282 CHF | 100,00% | 100,00% |