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% | 98,89 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 016 CHF | 250 016 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,21 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 318 CHF | 250 318 CHF | 99,89% | 99,89% |
18/11/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 561 CHF | 252 573 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 570 CHF | 254 598 CHF | 98,67% | 98,67% |
14/11/2024 | 0,80% | 102,82 % | 103,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 459 CHF | 257 510 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,36 % | 103,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 898 CHF | 258 961 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 102,35 % | 103,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 483 CHF | 259 552 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 104,90 % | 105,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 484 CHF | 263 584 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,48 % | 104,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 854 CHF | 261 938 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 105,64 % | 106,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 906 CHF | 266 028 CHF | 100,00% | 100,00% |