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% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 847 CHF | 249 847 CHF | 98,59% | 98,59% |
19/11/2024 | 0,81% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 277 CHF | 249 277 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 915 CHF | 247 915 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,60 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 656 CHF | 249 656 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 145 CHF | 250 145 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 741 CHF | 248 741 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 001 CHF | 251 001 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 639 CHF | 252 639 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 190 CHF | 252 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 162 CHF | 252 162 CHF | 100,00% | 100,00% |