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% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 837 CHF | 249 837 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 176 CHF | 249 176 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 99,38 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 138 CHF | 250 138 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 111 CHF | 251 111 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 048 CHF | 252 054 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 521 CHF | 251 521 CHF | 99,76% | 99,76% |
12/11/2024 | 0,80% | 99,94 % | 100,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 793 CHF | 252 814 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 250 CHF | 254 275 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 193 CHF | 253 218 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 053 CHF | 254 078 CHF | 100,00% | 100,00% |