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% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 347 CHF | 249 347 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 99,09 % | 99,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 437 CHF | 249 437 CHF | 99,90% | 99,90% |
18/11/2024 | 0,81% | 98,47 % | 99,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 310 CHF | 248 310 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 120 CHF | 248 120 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,29 % | 99,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 887 CHF | 247 887 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,48 % | 99,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 925 CHF | 247 925 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 573 CHF | 249 573 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,95 % | 99,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 112 CHF | 249 112 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,18 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 088 CHF | 247 088 CHF | 99,99% | 99,99% |
07/11/2024 | 0,82% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 843 CHF | 244 843 CHF | 100,00% | 100,00% |