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 | 0,80% | 99,42 % | 100,22 % | 250 000 | 150 000 | 250 000 | 239 660 | 248 684 CHF | 240 322 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 186 CHF | 250 186 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 922 CHF | 249 922 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,15 % | 99,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 943 CHF | 249 943 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,38 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 143 CHF | 250 143 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 279 CHF | 250 279 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 697 CHF | 250 697 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 950 CHF | 250 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 751 CHF | 250 751 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 829 CHF | 250 829 CHF | 100,00% | 100,00% |