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% | 98,28 % | 99,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 210 CHF | 248 210 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,29 % | 99,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 774 CHF | 247 774 CHF | 99,92% | 99,92% |
18/11/2024 | 0,81% | 98,48 % | 99,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 577 CHF | 248 577 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 362 CHF | 249 362 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,48 % | 100,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 542 CHF | 250 542 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 010 CHF | 251 010 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 689 CHF | 250 689 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 073 CHF | 251 073 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 613 CHF | 250 613 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,59 % | 100,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 898 CHF | 250 898 CHF | 100,00% | 100,00% |