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 | 0,50% | 98,91 % | 99,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 828 CHF | 249 078 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 98,87 % | 99,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 170 CHF | 248 420 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 99,22 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 108 CHF | 249 358 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 99,43 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 231 CHF | 251 481 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,33 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 189 CHF | 252 439 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,87 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 471 CHF | 250 721 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,74 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 255 CHF | 251 505 CHF | 98,73% | 98,73% |
11/11/2024 | 0,50% | 100,31 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 095 CHF | 252 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,09 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 341 CHF | 251 591 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,34 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 765 CHF | 252 015 CHF | 100,00% | 100,00% |