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% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 866 CHF | 247 866 CHF | 99,94% | 99,94% |
19/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 453 CHF | 248 453 CHF | 99,96% | 99,96% |
18/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 737 CHF | 248 737 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 174 CHF | 249 174 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 472 CHF | 249 472 CHF | 99,93% | 99,93% |
13/11/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 488 CHF | 251 488 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 766 CHF | 251 766 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 972 CHF | 251 972 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,39 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 233 CHF | 250 233 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 375 CHF | 250 375 CHF | 100,00% | 100,00% |