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% | 97,91 % | 98,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 488 CHF | 246 488 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 345 CHF | 246 345 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 316 CHF | 247 316 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 169 CHF | 248 169 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 950 CHF | 246 950 CHF | 99,92% | 99,92% |
13/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 778 CHF | 246 778 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,54 % | 98,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 191 CHF | 247 191 CHF | 99,98% | 99,98% |
11/11/2024 | 0,81% | 98,85 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 803 CHF | 248 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 395 CHF | 248 395 CHF | 99,92% | 99,92% |
07/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 852 CHF | 248 852 CHF | 100,00% | 100,00% |