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% | 98,46 % | 99,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 340 CHF | 248 340 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 855 CHF | 247 855 CHF | 99,79% | 99,79% |
18/11/2024 | 0,81% | 98,46 % | 99,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 055 CHF | 248 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,56 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 872 CHF | 248 872 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,93 % | 99,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 336 CHF | 249 336 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 418 CHF | 249 418 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,09 % | 99,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 093 CHF | 250 093 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,36 % | 100,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 441 CHF | 250 441 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 292 CHF | 250 292 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,19 % | 99,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 193 CHF | 250 193 CHF | 100,00% | 100,00% |