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% | 99,97 % | 100,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 935 CHF | 251 935 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,86 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 568 CHF | 251 568 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 452 CHF | 251 452 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 071 CHF | 252 071 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 222 CHF | 252 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 552 CHF | 252 567 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 713 CHF | 252 732 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 979 CHF | 253 004 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 038 CHF | 253 063 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 172 CHF | 253 197 CHF | 100,00% | 100,00% |