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% | 98,19 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 927 CHF | 247 927 CHF | 99,99% | 99,99% |
19/11/2024 | 0,81% | 98,21 % | 99,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 841 CHF | 247 841 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 248 CHF | 249 248 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 161 CHF | 249 161 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 733 CHF | 249 733 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,78 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 116 CHF | 249 116 CHF | 99,98% | 99,98% |
12/11/2024 | 0,81% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 444 CHF | 249 444 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 366 CHF | 250 366 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 071 CHF | 250 071 CHF | 99,89% | 99,89% |
07/11/2024 | 0,80% | 99,27 % | 100,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 311 CHF | 250 311 CHF | 100,00% | 100,00% |