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% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 847 CHF | 249 847 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 960 CHF | 248 960 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 99,03 % | 99,83 % | 250 000 | 235 000 | 250 000 | 246 268 | 247 762 CHF | 246 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,28 % | 100,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 919 CHF | 249 919 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 565 CHF | 249 565 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,98 % | 99,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 482 CHF | 249 482 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 066 CHF | 250 066 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,61 % | 100,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 008 CHF | 251 008 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,58 % | 100,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 780 CHF | 250 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 083 CHF | 251 083 CHF | 100,00% | 100,00% |