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 | 0,70% | 99,91 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 850 CHF | 251 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,97 % | 100,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 986 CHF | 251 736 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,99 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 914 CHF | 251 664 CHF | 99,66% | 99,66% |
15/11/2024 | 0,70% | 99,92 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 798 CHF | 251 548 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,89 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 617 CHF | 251 367 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,74 % | 100,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 280 CHF | 251 030 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,63 % | 100,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 350 CHF | 251 100 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,72 % | 100,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 433 CHF | 251 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,67 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 201 CHF | 250 951 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,69 % | 100,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 259 CHF | 251 009 CHF | 100,00% | 100,00% |