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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 231 CHF | 252 240 CHF | 99,92% | 99,92% |
20/11/2024 | 0,80% | 98,42 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 666 CHF | 249 666 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 210 000 | 250 000 | 249 134 | 246 692 CHF | 247 831 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 497 CHF | 251 498 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 706 CHF | 253 726 CHF | 99,92% | 99,92% |
14/11/2024 | 0,80% | 102,77 % | 103,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 841 CHF | 257 892 CHF | 99,90% | 99,90% |
13/11/2024 | 0,80% | 102,89 % | 103,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 729 CHF | 259 800 CHF | 99,66% | 99,66% |
12/11/2024 | 0,80% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 199 CHF | 259 268 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,71 % | 104,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 255 CHF | 261 330 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,70 % | 103,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 423 CHF | 259 494 CHF | 100,00% | 100,00% |