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% | 99,71 % | 100,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 749 CHF | 251 749 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,71 % | 100,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 314 CHF | 251 314 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 402 CHF | 251 402 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,38 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 826 CHF | 250 826 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 118 CHF | 251 118 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,49 % | 100,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 582 CHF | 250 582 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 856 CHF | 250 856 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 092 CHF | 251 092 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,26 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 551 CHF | 250 551 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 750 CHF | 250 750 CHF | 100,00% | 100,00% |