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% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 744 CHF | 248 744 CHF | 99,92% | 99,92% |
19/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 822 CHF | 247 822 CHF | 99,89% | 99,89% |
18/11/2024 | 0,81% | 98,17 % | 98,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 627 CHF | 246 627 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,08 % | 98,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 905 CHF | 247 905 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 406 CHF | 248 406 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,37 % | 99,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 607 CHF | 248 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 812 CHF | 248 812 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,72 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 330 CHF | 249 330 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 507 CHF | 249 507 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 844 CHF | 248 844 CHF | 100,00% | 100,00% |