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% | 99,77 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 737 CHF | 251 737 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,75 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 405 CHF | 251 405 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 371 CHF | 252 373 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 578 CHF | 252 592 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 470 CHF | 253 495 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 252 CHF | 253 277 CHF | 99,92% | 99,92% |
12/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 393 CHF | 253 418 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 011 CHF | 254 036 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 208 CHF | 253 233 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,50 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 360 CHF | 253 383 CHF | 100,00% | 100,00% |