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% | 98,56 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 211 CHF | 249 211 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,90 % | 98,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 542 CHF | 246 542 CHF | 99,67% | 99,67% |
18/11/2024 | 0,82% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 790 CHF | 245 790 CHF | 99,98% | 99,98% |
15/11/2024 | 0,81% | 97,58 % | 98,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 270 CHF | 248 270 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 683 CHF | 250 683 CHF | 99,95% | 99,95% |
13/11/2024 | 0,80% | 99,75 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 850 CHF | 250 850 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 548 CHF | 252 567 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,63 % | 99,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 195 CHF | 249 195 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 910 CHF | 246 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,45 % | 99,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 967 CHF | 248 967 CHF | 100,00% | 100,00% |