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% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 832 CHF | 248 832 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,76 % | 99,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 215 CHF | 249 215 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 99,27 % | 100,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 132 CHF | 250 132 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,33 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 989 CHF | 250 989 CHF | 99,95% | 99,95% |
14/11/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 646 CHF | 250 646 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 862 CHF | 249 862 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 394 CHF | 250 394 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,76 % | 100,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 483 CHF | 251 483 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,48 % | 100,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 722 CHF | 251 723 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 886 CHF | 252 907 CHF | 100,00% | 100,00% |