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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,81% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 697 CHF | 247 697 CHF | 100,00% | 100,00% |
20/11/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 363 CHF | 248 363 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,24 % | 99,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 643 CHF | 247 643 CHF | 99,88% | 99,88% |
18/11/2024 | 0,81% | 98,60 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 643 CHF | 248 643 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 414 CHF | 249 414 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 585 CHF | 249 585 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,82 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 073 CHF | 249 073 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 793 CHF | 249 793 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 267 CHF | 250 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 076 CHF | 254 101 CHF | 100,00% | 100,00% |