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% | 98,46 % | 99,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 455 CHF | 248 455 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,40 % | 99,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 120 CHF | 248 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 993 CHF | 248 993 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 732 CHF | 248 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 175 CHF | 249 175 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 818 CHF | 248 818 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 829 CHF | 248 829 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,88 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 407 CHF | 249 407 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 571 CHF | 249 571 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 436 CHF | 249 436 CHF | 100,00% | 100,00% |