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% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 297 CHF | 249 297 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,69 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 966 CHF | 248 966 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 577 CHF | 249 577 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 698 CHF | 249 698 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,91 % | 99,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 931 CHF | 248 931 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 955 CHF | 248 955 CHF | 99,67% | 99,67% |
12/11/2024 | 0,81% | 98,37 % | 99,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 994 CHF | 248 994 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 142 CHF | 250 142 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 833 CHF | 249 833 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 290 CHF | 250 290 CHF | 100,00% | 100,00% |