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% | 98,64 % | 99,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 829 CHF | 248 829 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 614 CHF | 248 614 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 014 CHF | 249 014 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,86 % | 99,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 500 CHF | 249 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 938 CHF | 251 938 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,81 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 471 CHF | 251 471 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 983 CHF | 251 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 536 CHF | 252 545 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 989 CHF | 251 989 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 922 CHF | 251 922 CHF | 100,00% | 100,00% |