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% | 99,01 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 121 CHF | 250 121 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 247 CHF | 249 247 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 912 CHF | 249 912 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,03 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 686 CHF | 249 686 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 477 CHF | 249 477 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 092 CHF | 249 092 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 666 CHF | 249 666 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,35 % | 100,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 962 CHF | 249 962 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 082 CHF | 249 082 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 224 CHF | 250 224 CHF | 100,00% | 100,00% |