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% | 98,63 % | 99,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 519 CHF | 248 519 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 617 CHF | 248 617 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 942 CHF | 248 942 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 692 CHF | 249 692 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,15 % | 99,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 923 CHF | 249 923 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,33 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 440 CHF | 250 440 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 932 CHF | 250 932 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 589 CHF | 254 614 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 693 CHF | 254 718 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 276 CHF | 255 304 CHF | 100,00% | 100,00% |