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% | 99,92 % | 100,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 442 CHF | 252 455 CHF | 99,91% | 99,91% |
19/11/2024 | 0,80% | 100,04 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 165 CHF | 252 168 CHF | 99,65% | 99,65% |
18/11/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 874 CHF | 253 899 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 879 CHF | 253 904 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 423 CHF | 254 448 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 205 CHF | 252 211 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,97 % | 100,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 088 CHF | 253 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 759 CHF | 253 784 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 986 CHF | 253 011 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 839 CHF | 252 860 CHF | 100,00% | 100,00% |