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 | 0,80% | 99,03 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 812 CHF | 249 812 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 671 CHF | 248 671 CHF | 99,88% | 99,88% |
18/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 668 CHF | 249 668 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,98 % | 99,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 721 CHF | 249 721 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 595 CHF | 249 595 CHF | 99,99% | 99,99% |
13/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 931 CHF | 247 931 CHF | 99,93% | 99,93% |
12/11/2024 | 0,81% | 98,39 % | 99,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 649 CHF | 248 649 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 322 CHF | 249 322 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,55 % | 99,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 538 CHF | 248 538 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 289 CHF | 249 289 CHF | 100,00% | 100,00% |