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% | 98,77 % | 99,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 691 CHF | 249 691 CHF | 99,97% | 99,97% |
19/11/2024 | 0,81% | 99,05 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 315 CHF | 249 315 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 753 CHF | 250 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 144 CHF | 251 144 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,72 % | 100,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 056 CHF | 251 056 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 428 CHF | 250 428 CHF | 99,88% | 99,88% |
12/11/2024 | 0,80% | 99,39 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 244 CHF | 251 244 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 221 CHF | 252 224 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 908 CHF | 251 908 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 901 CHF | 252 926 CHF | 100,00% | 100,00% |