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% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 641 CHF | 247 641 CHF | 99,97% | 99,97% |
19/11/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 717 CHF | 246 717 CHF | 99,97% | 99,97% |
18/11/2024 | 0,81% | 98,29 % | 99,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 485 CHF | 247 485 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,34 % | 99,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 205 CHF | 248 205 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,58 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 134 CHF | 248 134 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 463 CHF | 252 472 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 942 CHF | 253 967 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,93 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 027 CHF | 254 052 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 928 CHF | 252 953 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 006 CHF | 253 029 CHF | 100,00% | 100,00% |