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% | 97,92 % | 98,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 173 CHF | 248 923 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,70 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 473 CHF | 248 223 CHF | 89,37% | 89,37% |
18/11/2024 | 0,71% | 98,85 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 899 CHF | 248 649 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 98,94 % | 99,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 172 CHF | 249 922 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,64 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 607 CHF | 250 357 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,48 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 331 CHF | 250 081 CHF | 100,00% | 100,00% |