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 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 378 CHF | 250 378 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,94 % | 99,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 034 CHF | 249 034 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 121 CHF | 250 121 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 072 CHF | 251 072 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,77 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 624 CHF | 250 624 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 426 CHF | 249 426 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 99,43 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 425 CHF | 251 425 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 848 CHF | 251 848 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,41 % | 100,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 650 CHF | 250 650 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 261 CHF | 251 261 CHF | 100,00% | 100,00% |