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% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 859 CHF | 249 859 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 387 CHF | 249 387 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 98,20 % | 99,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 124 CHF | 247 124 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 988 CHF | 246 988 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,04 % | 98,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 240 CHF | 246 240 CHF | 99,99% | 99,99% |
13/11/2024 | 0,83% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 992 CHF | 242 992 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,48 % | 97,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 531 CHF | 245 531 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,17 % | 98,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 622 CHF | 248 622 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 733 CHF | 247 733 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 245 CHF | 248 245 CHF | 100,00% | 100,00% |