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% | 98,24 % | 99,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 054 CHF | 249 054 CHF | 99,99% | 99,99% |
19/11/2024 | 0,81% | 98,48 % | 99,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 236 CHF | 248 236 CHF | 99,86% | 99,86% |
18/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 090 CHF | 247 090 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,86 % | 98,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 827 CHF | 247 827 CHF | 99,97% | 99,97% |
14/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 184 CHF | 249 184 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 439 CHF | 250 439 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 374 CHF | 251 374 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,95 % | 100,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 086 CHF | 252 086 CHF | 99,91% | 99,91% |
08/11/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 621 CHF | 252 634 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 100,05 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 046 CHF | 251 046 CHF | 100,00% | 100,00% |