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% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 787 CHF | 249 787 CHF | 99,94% | 99,94% |
19/11/2024 | 0,80% | 99,27 % | 100,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 259 CHF | 250 259 CHF | 99,80% | 99,80% |
18/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 632 CHF | 249 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 171 CHF | 250 171 CHF | 99,96% | 99,96% |
14/11/2024 | 0,80% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 765 CHF | 255 810 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 652 CHF | 254 677 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 616 CHF | 255 655 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 170 CHF | 255 201 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 549 CHF | 253 574 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 911 CHF | 252 936 CHF | 99,92% | 99,92% |