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 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 070 CHF | 246 070 CHF | 99,98% | 99,98% |
19/11/2024 | 0,82% | 97,53 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 958 CHF | 245 958 CHF | 99,83% | 99,83% |
18/11/2024 | 0,81% | 98,25 % | 99,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 362 CHF | 247 362 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,74 % | 98,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 271 CHF | 247 271 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 934 CHF | 247 934 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 316 CHF | 247 316 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 830 CHF | 247 830 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,61 % | 99,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 856 CHF | 248 856 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 848 CHF | 248 848 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,72 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 937 CHF | 248 937 CHF | 100,00% | 100,00% |