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% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 899 CHF | 249 899 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 99,06 % | 99,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 394 CHF | 249 394 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 800 CHF | 249 800 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,84 % | 99,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 125 CHF | 249 125 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 569 CHF | 248 569 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,40 % | 99,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 082 CHF | 247 082 CHF | 99,61% | 99,61% |
12/11/2024 | 0,81% | 97,94 % | 98,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 514 CHF | 248 514 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,83 % | 100,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 236 CHF | 251 236 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 381 CHF | 250 381 CHF | 99,95% | 99,95% |
07/11/2024 | 0,80% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 938 CHF | 250 940 CHF | 100,00% | 100,00% |