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% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 526 CHF | 248 526 CHF | 99,98% | 99,98% |
19/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 292 CHF | 247 292 CHF | 99,95% | 99,95% |
18/11/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 074 CHF | 249 074 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,10 % | 99,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 807 CHF | 249 807 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,95 % | 99,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 423 CHF | 249 423 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,82 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 146 CHF | 249 146 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,84 % | 99,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 790 CHF | 249 790 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 296 CHF | 250 296 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 930 CHF | 248 930 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,96 % | 99,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 809 CHF | 248 809 CHF | 100,00% | 100,00% |