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% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 685 CHF | 248 685 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 947 CHF | 247 947 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 613 CHF | 247 613 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 121 CHF | 247 121 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 636 CHF | 252 648 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 627 CHF | 251 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 330 CHF | 252 334 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 701 CHF | 253 726 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 401 CHF | 253 426 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 988 CHF | 254 013 CHF | 100,00% | 100,00% |