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% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 242 CHF | 250 242 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,98 % | 99,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 096 CHF | 249 096 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 939 CHF | 248 939 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 154 CHF | 249 154 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,27 % | 100,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 489 CHF | 250 489 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,80 % | 100,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 035 CHF | 251 035 CHF | 99,86% | 99,86% |
12/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 796 CHF | 251 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 193 CHF | 250 193 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 403 CHF | 249 403 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 249 CHF | 250 249 CHF | 100,00% | 100,00% |