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% | 98,45 % | 99,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 637 CHF | 248 637 CHF | 99,98% | 99,98% |
19/11/2024 | 0,81% | 98,75 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 481 CHF | 248 481 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 99,21 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 203 CHF | 250 203 CHF | 99,99% | 99,99% |
15/11/2024 | 0,81% | 98,98 % | 99,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 362 CHF | 249 362 CHF | 99,96% | 99,96% |
14/11/2024 | 0,81% | 98,63 % | 99,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 921 CHF | 247 921 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 229 CHF | 247 229 CHF | 99,88% | 99,88% |
12/11/2024 | 0,81% | 98,01 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 739 CHF | 247 739 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 783 CHF | 248 783 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,20 % | 99,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 405 CHF | 248 405 CHF | 99,97% | 99,97% |
07/11/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 121 CHF | 251 121 CHF | 99,98% | 99,98% |