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% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 882 CHF | 254 907 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 100,93 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 270 CHF | 254 295 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 511 CHF | 253 536 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 909 CHF | 252 932 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 199 CHF | 251 199 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,82 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 594 CHF | 249 594 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 439 CHF | 252 454 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,93 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 125 CHF | 251 125 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,69 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 765 CHF | 248 765 CHF | 99,80% | 99,80% |
07/11/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 497 CHF | 251 498 CHF | 100,00% | 100,00% |