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% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 319 CHF | 252 322 CHF | 99,98% | 99,98% |
19/11/2024 | 0,81% | 99,38 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 923 CHF | 246 923 CHF | 99,77% | 99,77% |
18/11/2024 | 0,84% | 96,56 % | 97,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 211 CHF | 239 211 CHF | 98,56% | 98,56% |
15/11/2024 | 0,86% | 92,29 % | 93,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 564 CHF | 232 564 CHF | 99,94% | 99,94% |
14/11/2024 | 0,84% | 94,11 % | 94,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 765 CHF | 238 765 CHF | 99,86% | 99,86% |
13/11/2024 | 0,81% | 96,20 % | 97,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 551 CHF | 246 551 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 97,28 % | 98,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 950 CHF | 249 950 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 215 CHF | 252 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,47 % | 100,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 865 CHF | 250 865 CHF | 99,98% | 99,98% |
07/11/2024 | 0,81% | 99,10 % | 99,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 793 CHF | 246 793 CHF | 99,88% | 99,88% |