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% | 98,03 % | 98,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 292 CHF | 248 292 CHF | 99,98% | 99,98% |
19/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 593 CHF | 246 593 CHF | 99,83% | 99,83% |
18/11/2024 | 0,81% | 98,59 % | 99,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 929 CHF | 247 929 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 971 CHF | 248 971 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 152 CHF | 250 152 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 178 CHF | 249 178 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 586 CHF | 250 586 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,72 % | 100,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 972 CHF | 250 972 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 987 CHF | 249 987 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 956 CHF | 249 956 CHF | 100,00% | 100,00% |