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% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 217 CHF | 252 221 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,86 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 512 CHF | 251 512 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 99,66 % | 100,46 % | 250 000 | 245 000 | 250 000 | 246 703 | 247 890 CHF | 246 592 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 811 CHF | 251 811 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 698 CHF | 252 720 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 694 CHF | 253 718 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 594 CHF | 254 619 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 309 CHF | 255 337 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 025 CHF | 256 075 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,50 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 961 CHF | 254 989 CHF | 100,00% | 100,00% |