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 | 0,60% | 99,52 % | 100,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 833 CHF | 250 333 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 99,54 % | 100,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 857 CHF | 250 357 CHF | 89,36% | 89,36% |
18/11/2024 | 0,60% | 99,60 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 993 CHF | 250 493 CHF | 99,66% | 99,66% |
15/11/2024 | 0,60% | 99,58 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 050 CHF | 250 550 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 99,66 % | 100,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 042 CHF | 250 542 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 99,57 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 889 CHF | 250 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 99,56 % | 100,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 921 CHF | 250 421 CHF | 98,71% | 98,71% |
11/11/2024 | 0,60% | 99,61 % | 100,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 032 CHF | 250 532 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 99,58 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 996 CHF | 250 496 CHF | 99,83% | 99,83% |
07/11/2024 | 0,60% | 99,63 % | 100,23 % | 250 000 | 250 000 | 249 996 | 250 000 | 249 152 CHF | 250 657 CHF | 100,00% | 100,00% |