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 | 0,81% | 98,01 % | 98,81 % | 250 000 | 220 000 | 250 000 | 220 113 | 245 701 CHF | 218 089 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 387 CHF | 253 412 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 282 CHF | 253 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 240 CHF | 254 265 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,16 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 000 CHF | 255 025 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 621 CHF | 254 646 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 793 CHF | 254 818 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 128 CHF | 255 153 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 765 CHF | 254 790 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,10 % | 101,91 % | 235 000 | 250 000 | 235 562 | 250 000 | 238 091 CHF | 254 710 CHF | 100,00% | 100,00% |