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 | 247 120 CHF | 249 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,71 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 007 CHF | 248 007 CHF | 99,97% | 99,97% |
18/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 071 CHF | 248 071 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 118 CHF | 249 118 CHF | 99,97% | 99,97% |
14/11/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 709 CHF | 249 709 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,62 % | 99,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 051 CHF | 248 051 CHF | 99,83% | 99,83% |
12/11/2024 | 0,80% | 98,59 % | 99,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 916 CHF | 249 916 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,04 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 028 CHF | 253 049 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 387 CHF | 253 412 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 196 CHF | 255 226 CHF | 99,86% | 99,86% |