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% | 99,66 % | 100,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 802 CHF | 251 802 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 365 CHF | 251 366 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 375 CHF | 252 382 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 992 CHF | 253 014 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 077 CHF | 253 097 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 159 CHF | 252 161 CHF | 99,88% | 99,88% |
12/11/2024 | 0,80% | 99,89 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 695 CHF | 252 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 757 CHF | 253 782 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 658 CHF | 253 683 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 663 CHF | 254 688 CHF | 100,00% | 100,00% |