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% | 98,61 % | 99,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 444 CHF | 250 444 CHF | 99,94% | 99,94% |
19/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 801 CHF | 250 801 CHF | 99,85% | 99,85% |
18/11/2024 | 0,80% | 99,90 % | 100,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 818 CHF | 249 818 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 199 CHF | 253 222 CHF | 99,94% | 99,94% |
14/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 699 CHF | 254 724 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 345 CHF | 253 370 CHF | 99,95% | 99,95% |
12/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 664 CHF | 254 689 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 259 CHF | 255 284 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 038 CHF | 254 063 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 022 CHF | 254 047 CHF | 100,00% | 100,00% |