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% | 98,68 % | 99,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 119 CHF | 249 119 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,69 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 682 CHF | 248 682 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 982 CHF | 248 982 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 326 CHF | 249 326 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,07 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 355 CHF | 249 355 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 271 CHF | 249 271 CHF | 99,69% | 99,69% |
12/11/2024 | 0,80% | 99,05 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 118 CHF | 250 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 390 CHF | 250 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 022 CHF | 250 022 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,34 % | 100,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 270 CHF | 250 270 CHF | 100,00% | 100,00% |