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% | 98,29 % | 99,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 061 CHF | 248 061 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 742 CHF | 247 742 CHF | 99,98% | 99,98% |
18/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 900 CHF | 247 900 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,95 % | 98,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 867 CHF | 247 867 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,98 % | 99,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 845 CHF | 248 845 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,33 % | 99,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 317 CHF | 247 317 CHF | 99,91% | 99,91% |
12/11/2024 | 0,81% | 98,28 % | 99,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 950 CHF | 247 950 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 773 CHF | 248 773 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,58 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 443 CHF | 248 443 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 656 CHF | 248 656 CHF | 100,00% | 100,00% |