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% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 699 CHF | 250 699 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 99,64 % | 100,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 612 CHF | 250 612 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 364 CHF | 250 364 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,87 % | 99,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 237 CHF | 249 237 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 805 CHF | 249 805 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 871 CHF | 245 871 CHF | 99,86% | 99,86% |
12/11/2024 | 0,81% | 97,01 % | 97,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 462 CHF | 246 462 CHF | 99,97% | 99,97% |
11/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 441 CHF | 248 441 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,43 % | 99,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 242 CHF | 249 242 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 551 CHF | 250 551 CHF | 99,99% | 99,99% |