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% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 482 CHF | 254 507 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,49 % | 101,30 % | 235 000 | 250 000 | 240 661 | 250 000 | 241 082 CHF | 252 443 CHF | 99,96% | 99,96% |
18/11/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 231 CHF | 253 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 938 CHF | 253 962 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 871 CHF | 253 896 CHF | 85,97% | 85,97% |
13/11/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 090 CHF | 252 095 CHF | 99,93% | 99,93% |
12/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 975 CHF | 250 975 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 773 CHF | 251 775 CHF | 99,93% | 99,93% |
08/11/2024 | 0,81% | 98,89 % | 99,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 212 CHF | 249 212 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 99,17 % | 99,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 499 CHF | 242 499 CHF | 77,22% | 77,22% |