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% | 97,90 % | 98,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 531 CHF | 247 531 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 966 CHF | 246 966 CHF | 99,95% | 99,95% |
18/11/2024 | 0,82% | 97,07 % | 97,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 848 CHF | 244 848 CHF | 99,98% | 99,98% |
15/11/2024 | 0,82% | 97,26 % | 98,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 341 CHF | 246 341 CHF | 99,99% | 99,99% |
14/11/2024 | 0,81% | 98,39 % | 99,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 890 CHF | 248 890 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 562 CHF | 250 562 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 489 CHF | 251 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,89 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 322 CHF | 249 322 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 978 CHF | 247 978 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,49 % | 99,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 623 CHF | 247 623 CHF | 99,98% | 99,98% |