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% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 889 CHF | 249 889 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 981 CHF | 248 981 CHF | 99,90% | 99,90% |
18/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 938 CHF | 249 938 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 184 CHF | 250 184 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,43 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 155 CHF | 250 155 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 973 CHF | 247 973 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,18 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 127 CHF | 248 127 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 894 CHF | 248 894 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 521 CHF | 252 529 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 937 CHF | 252 961 CHF | 100,00% | 100,00% |