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% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 673 CHF | 247 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,00 % | 98,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 004 CHF | 247 004 CHF | 99,80% | 99,80% |
18/11/2024 | 0,81% | 98,31 % | 99,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 587 CHF | 247 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,20 % | 99,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 837 CHF | 247 837 CHF | 99,99% | 99,99% |
14/11/2024 | 0,81% | 98,53 % | 99,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 016 CHF | 248 016 CHF | 99,97% | 99,97% |
13/11/2024 | 0,81% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 322 CHF | 247 322 CHF | 99,98% | 99,98% |
12/11/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 369 CHF | 248 369 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 813 CHF | 248 813 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,39 % | 99,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 148 CHF | 248 148 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,65 % | 99,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 891 CHF | 248 891 CHF | 100,00% | 100,00% |