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% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 510 CHF | 252 526 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 855 CHF | 250 855 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 538 CHF | 252 551 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 604 CHF | 252 616 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 578 CHF | 252 591 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 158 CHF | 252 159 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 280 CHF | 253 303 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 437 CHF | 254 462 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 726 CHF | 253 751 CHF | 100,00% | 100,00% |