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% | 100,04 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 005 CHF | 252 007 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 551 CHF | 249 551 CHF | 99,72% | 99,72% |
18/11/2024 | 0,81% | 98,53 % | 99,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 680 CHF | 246 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,13 % | 97,93 % | 250 000 | 245 000 | 250 000 | 248 945 | 243 153 CHF | 244 118 CHF | 99,99% | 99,99% |
14/11/2024 | 0,81% | 98,01 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 580 CHF | 247 580 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 98,81 % | 99,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 610 CHF | 250 610 CHF | 99,74% | 99,74% |
12/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 265 CHF | 252 278 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 188 CHF | 254 212 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 157 CHF | 253 181 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 269 CHF | 251 272 CHF | 99,98% | 99,98% |