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% | 98,63 % | 99,43 % | 245 000 | 250 000 | 247 465 | 250 000 | 243 659 CHF | 248 157 CHF | 99,99% | 99,99% |
19/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 729 CHF | 246 729 CHF | 99,99% | 99,99% |
18/11/2024 | 0,81% | 98,12 % | 98,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 902 CHF | 247 902 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 972 CHF | 248 972 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,28 % | 100,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 356 CHF | 250 356 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,61 % | 100,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 659 CHF | 250 659 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 997 CHF | 250 997 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,98 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 593 CHF | 251 593 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 122 CHF | 250 122 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 535 CHF | 249 535 CHF | 100,00% | 100,00% |