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% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 663 CHF | 252 678 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 932 CHF | 251 935 CHF | 99,97% | 99,97% |
18/11/2024 | 0,81% | 99,23 % | 100,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 038 CHF | 249 038 CHF | 99,99% | 99,99% |
15/11/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 855 CHF | 247 855 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,41 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 968 CHF | 246 968 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,54 % | 99,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 105 CHF | 249 105 CHF | 99,95% | 99,95% |
12/11/2024 | 0,81% | 98,71 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 355 CHF | 249 355 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 281 CHF | 252 296 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 661 CHF | 252 680 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 028 CHF | 252 029 CHF | 99,67% | 99,67% |