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% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 156 CHF | 252 157 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,58 % | 100,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 268 CHF | 251 268 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 854 CHF | 252 873 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 805 CHF | 252 830 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 932 CHF | 252 957 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 835 CHF | 252 856 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 383 CHF | 253 408 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 050 CHF | 254 075 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 651 CHF | 253 676 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 922 CHF | 253 947 CHF | 100,00% | 100,00% |