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 | 0,82% | 97,19 % | 97,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 878 CHF | 245 878 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,46 % | 98,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 265 CHF | 245 265 CHF | 99,93% | 99,93% |
18/11/2024 | 0,82% | 97,75 % | 98,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 109 CHF | 246 109 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,34 % | 98,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 016 CHF | 246 016 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,09 % | 98,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 337 CHF | 246 337 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,73 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 843 CHF | 243 843 CHF | 99,94% | 99,94% |
12/11/2024 | 0,82% | 97,10 % | 97,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 233 CHF | 246 233 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,26 % | 99,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 123 CHF | 248 123 CHF | 99,94% | 99,94% |
08/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 445 CHF | 247 445 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 623 CHF | 247 623 CHF | 100,00% | 100,00% |