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% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 147 CHF | 248 147 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,34 % | 99,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 407 CHF | 247 407 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,63 % | 99,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 636 CHF | 248 636 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 081 CHF | 248 081 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 806 CHF | 247 806 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 063 CHF | 248 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 719 CHF | 247 719 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,77 % | 99,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 968 CHF | 248 968 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 562 CHF | 249 562 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 110 CHF | 249 110 CHF | 100,00% | 100,00% |