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% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 751 CHF | 251 751 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,74 % | 100,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 948 CHF | 251 949 CHF | 99,70% | 99,70% |
18/11/2024 | 0,80% | 100,03 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 619 CHF | 251 620 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,80 % | 100,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 023 CHF | 251 023 CHF | 99,99% | 99,99% |
14/11/2024 | 0,81% | 98,74 % | 99,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 468 CHF | 248 468 CHF | 99,96% | 99,96% |
13/11/2024 | 0,83% | 95,98 % | 96,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 239 CHF | 241 239 CHF | 99,81% | 99,81% |
12/11/2024 | 0,83% | 95,12 % | 95,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 300 CHF | 242 300 CHF | 99,99% | 99,99% |
11/11/2024 | 0,82% | 96,43 % | 97,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 285 CHF | 244 285 CHF | 99,99% | 99,99% |
08/11/2024 | 0,82% | 95,82 % | 96,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 303 CHF | 244 303 CHF | 99,86% | 99,86% |
07/11/2024 | 0,82% | 96,80 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 079 CHF | 245 079 CHF | 99,92% | 99,92% |