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% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 381 CHF | 249 381 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 197 CHF | 248 197 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 98,93 % | 99,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 560 CHF | 249 560 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 059 CHF | 250 059 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,35 % | 100,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 116 CHF | 250 116 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,20 % | 100,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 776 CHF | 249 776 CHF | 99,86% | 99,86% |
12/11/2024 | 0,80% | 99,25 % | 100,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 646 CHF | 250 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,93 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 586 CHF | 251 586 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,87 % | 100,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 666 CHF | 251 666 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,16 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 389 CHF | 252 390 CHF | 100,00% | 100,00% |