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 | 0,70% | 98,81 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 824 CHF | 249 574 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,98 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 318 CHF | 249 068 CHF | 89,40% | 89,40% |
18/11/2024 | 0,71% | 99,02 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 189 CHF | 248 939 CHF | 99,65% | 99,65% |
15/11/2024 | 0,70% | 98,95 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 139 CHF | 249 889 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,36 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 305 CHF | 250 055 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,22 % | 99,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 897 CHF | 249 647 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,11 % | 99,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 676 CHF | 249 426 CHF | 98,72% | 98,72% |
11/11/2024 | 0,70% | 99,13 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 261 CHF | 250 011 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,29 % | 99,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 160 CHF | 249 910 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,31 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 636 CHF | 249 386 CHF | 100,00% | 100,00% |