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% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 229 CHF | 248 229 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 559 CHF | 248 559 CHF | 99,85% | 99,85% |
18/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 775 CHF | 247 775 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,33 % | 99,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 072 CHF | 248 072 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 405 CHF | 248 405 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 441 CHF | 247 441 CHF | 99,99% | 99,99% |
12/11/2024 | 0,81% | 98,31 % | 99,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 126 CHF | 248 126 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,62 % | 99,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 855 CHF | 247 855 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 98,04 % | 98,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 317 CHF | 246 317 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,78 % | 98,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 722 CHF | 245 722 CHF | 100,00% | 100,00% |