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 | 246 902 CHF | 248 902 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 089 CHF | 249 089 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 745 CHF | 250 745 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 384 CHF | 250 384 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 99,28 % | 100,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 796 CHF | 249 796 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 855 CHF | 249 855 CHF | 99,71% | 99,71% |
12/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 137 CHF | 251 137 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 147 CHF | 252 151 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 323 CHF | 250 323 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,18 % | 99,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 737 CHF | 250 737 CHF | 100,00% | 100,00% |