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% | 97,66 % | 98,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 187 CHF | 247 187 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,94 % | 98,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 549 CHF | 246 549 CHF | 99,99% | 99,99% |
18/11/2024 | 0,81% | 97,71 % | 98,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 792 CHF | 246 792 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,72 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 047 CHF | 249 047 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 605 CHF | 250 605 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,46 % | 100,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 993 CHF | 249 993 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 998 CHF | 248 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,58 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 829 CHF | 247 829 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 414 CHF | 248 414 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,19 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 168 CHF | 248 168 CHF | 99,99% | 99,99% |