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 | 0,82% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 362 CHF | 246 362 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,61 % | 98,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 974 CHF | 245 974 CHF | 99,95% | 99,95% |
18/11/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 476 CHF | 246 476 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 671 CHF | 246 671 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 040 CHF | 247 040 CHF | 99,93% | 99,93% |
13/11/2024 | 0,81% | 97,97 % | 98,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 008 CHF | 247 008 CHF | 99,84% | 99,84% |
12/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 543 CHF | 247 543 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 381 CHF | 248 381 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 199 CHF | 248 199 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,71 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 043 CHF | 249 043 CHF | 100,00% | 100,00% |