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 | 1,01% | 98,57 % | 99,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 658 CHF | 249 158 CHF | 99,95% | 99,95% |
19/11/2024 | 1,01% | 98,72 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 821 CHF | 249 321 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,71 % | 99,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 594 CHF | 249 094 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,82 % | 99,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 958 CHF | 248 458 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 98,23 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 478 CHF | 247 978 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,50 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 427 CHF | 245 927 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 97,34 % | 98,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 655 CHF | 246 155 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 97,33 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 509 CHF | 246 009 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,07 % | 98,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 841 CHF | 245 341 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 97,42 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 323 CHF | 246 823 CHF | 100,00% | 100,00% |