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 | 0,71% | 98,17 % | 98,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 411 CHF | 248 161 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,48 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 968 CHF | 247 718 CHF | 89,36% | 89,36% |
18/11/2024 | 0,71% | 98,59 % | 99,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 220 CHF | 247 970 CHF | 99,67% | 99,67% |
15/11/2024 | 0,71% | 98,68 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 257 CHF | 249 007 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,27 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 812 CHF | 249 562 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,93 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 313 CHF | 249 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 98,99 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 075 CHF | 249 825 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 99,42 % | 100,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 623 CHF | 250 373 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,24 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 112 CHF | 249 862 CHF | 99,83% | 99,83% |
07/11/2024 | 0,70% | 99,31 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 727 CHF | 249 477 CHF | 100,00% | 100,00% |