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 | 245 182 CHF | 247 182 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,86 % | 98,66 % | 250 000 | 220 000 | 250 000 | 241 612 | 244 914 CHF | 238 643 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 218 CHF | 247 218 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,83 % | 98,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 090 CHF | 247 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 471 CHF | 247 471 CHF | 99,97% | 99,97% |
13/11/2024 | 0,81% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 738 CHF | 246 738 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,85 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 007 CHF | 247 007 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,19 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 572 CHF | 247 572 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,08 % | 98,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 574 CHF | 247 574 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 079 CHF | 248 079 CHF | 100,00% | 100,00% |