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% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 459 CHF | 246 459 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,53 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 875 CHF | 245 875 CHF | 99,89% | 99,89% |
18/11/2024 | 0,82% | 97,69 % | 98,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 135 CHF | 246 135 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 100 CHF | 247 100 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,58 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 274 CHF | 248 274 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,57 % | 99,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 323 CHF | 248 323 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,66 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 949 CHF | 248 949 CHF | 99,98% | 99,98% |
11/11/2024 | 0,81% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 090 CHF | 249 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,60 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 426 CHF | 248 426 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 573 CHF | 248 573 CHF | 100,00% | 100,00% |