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% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 823 CHF | 248 823 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,68 % | 99,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 300 CHF | 248 300 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,56 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 070 CHF | 248 070 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 697 CHF | 247 697 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 962 CHF | 247 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 118 CHF | 248 118 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 590 CHF | 248 590 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 961 CHF | 249 961 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 447 CHF | 249 447 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 055 CHF | 250 055 CHF | 100,00% | 100,00% |