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 | 247 028 CHF | 249 028 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 722 CHF | 248 722 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 572 CHF | 249 572 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,07 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 885 CHF | 249 885 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,32 % | 100,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 436 CHF | 249 436 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 002 CHF | 248 002 CHF | 99,94% | 99,94% |
12/11/2024 | 0,81% | 98,25 % | 99,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 334 CHF | 248 334 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,88 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 015 CHF | 250 015 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 178 CHF | 250 178 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 398 CHF | 251 398 CHF | 99,92% | 99,92% |