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% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 529 CHF | 253 554 CHF | 99,92% | 99,92% |
19/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 669 CHF | 253 694 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 460 CHF | 253 485 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 942 CHF | 252 965 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 487 CHF | 250 494 CHF | 85,98% | 85,98% |
13/11/2024 | 0,81% | 98,01 % | 98,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 104 CHF | 249 104 CHF | 99,69% | 99,69% |
12/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 213 CHF | 248 213 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,49 % | 99,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 095 CHF | 248 095 CHF | 99,91% | 99,91% |
08/11/2024 | 0,81% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 736 CHF | 246 736 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 289 CHF | 246 289 CHF | 99,99% | 99,99% |