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% | 98,56 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 038 CHF | 249 038 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 447 CHF | 248 447 CHF | 99,74% | 99,74% |
18/11/2024 | 0,81% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 285 CHF | 249 285 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 041 CHF | 249 041 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,07 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 530 CHF | 249 530 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 580 CHF | 248 580 CHF | 99,82% | 99,82% |
12/11/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 865 CHF | 248 865 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 129 CHF | 250 129 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 532 CHF | 249 532 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 99,05 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 872 CHF | 249 872 CHF | 100,00% | 100,00% |