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 | 0,80% | 99,03 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 302 CHF | 250 302 CHF | 99,92% | 99,92% |
19/11/2024 | 0,80% | 99,08 % | 99,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 793 CHF | 249 793 CHF | 99,83% | 99,83% |
18/11/2024 | 0,80% | 99,75 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 672 CHF | 250 672 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 601 CHF | 249 601 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,91 % | 99,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 970 CHF | 248 970 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,57 % | 99,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 965 CHF | 248 965 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 062 CHF | 250 062 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 341 CHF | 250 341 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 363 CHF | 249 363 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 99,02 % | 99,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 928 CHF | 249 928 CHF | 100,00% | 100,00% |