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% | 98,10 % | 98,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 060 CHF | 248 060 CHF | 99,91% | 99,91% |
19/11/2024 | 0,81% | 97,98 % | 98,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 220 CHF | 247 220 CHF | 99,69% | 99,69% |
18/11/2024 | 0,81% | 98,93 % | 99,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 969 CHF | 248 969 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 688 CHF | 249 688 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 877 CHF | 248 877 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 052 CHF | 247 052 CHF | 99,92% | 99,92% |
12/11/2024 | 0,81% | 97,51 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 822 CHF | 247 822 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 098 CHF | 250 098 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,72 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 964 CHF | 249 964 CHF | 99,80% | 99,80% |
07/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 041 CHF | 253 062 CHF | 99,98% | 99,98% |