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% | 99,05 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 213 CHF | 250 213 CHF | 99,89% | 99,89% |
19/11/2024 | 0,80% | 99,09 % | 99,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 304 CHF | 250 304 CHF | 99,59% | 99,59% |
18/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 758 CHF | 252 781 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 460 CHF | 252 472 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 802 CHF | 252 817 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 775 CHF | 251 775 CHF | 99,81% | 99,81% |
12/11/2024 | 0,80% | 99,99 % | 100,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 392 CHF | 252 395 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 621 CHF | 253 646 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 339 CHF | 253 364 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 609 CHF | 253 634 CHF | 99,97% | 99,97% |