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 | 0,71% | 98,01 % | 98,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 527 CHF | 247 277 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 97,83 % | 98,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 477 CHF | 246 227 CHF | 89,37% | 89,37% |
18/11/2024 | 0,71% | 98,25 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 727 CHF | 247 477 CHF | 99,67% | 99,67% |
15/11/2024 | 0,71% | 98,04 % | 98,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 544 CHF | 247 294 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,35 % | 99,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 488 CHF | 247 238 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,09 % | 98,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 144 CHF | 246 894 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,28 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 145 CHF | 247 895 CHF | 98,73% | 98,73% |
11/11/2024 | 0,71% | 98,66 % | 99,36 % | 250 000 | 250 000 | 250 000 | 249 995 | 246 543 CHF | 248 289 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,31 % | 99,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 523 CHF | 247 273 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,40 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 077 CHF | 247 827 CHF | 100,00% | 100,00% |