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 | 0,50% | 99,92 % | 100,42 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 514 CHF | 302 014 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,45 % | 99,95 % | 300 000 | 300 000 | 300 000 | 300 000 | 298 046 CHF | 299 546 CHF | 89,38% | 89,38% |
18/11/2024 | 0,50% | 100,12 % | 100,62 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 415 CHF | 301 915 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 99,93 % | 100,43 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 435 CHF | 301 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,35 % | 100,85 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 268 CHF | 301 768 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,94 % | 100,44 % | 300 000 | 300 000 | 300 000 | 300 000 | 299 807 CHF | 301 307 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,08 % | 100,58 % | 300 000 | 300 000 | 300 000 | 300 000 | 301 276 CHF | 302 776 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 100,96 % | 101,46 % | 300 000 | 300 000 | 300 000 | 300 000 | 302 462 CHF | 303 962 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,51 % | 101,01 % | 300 000 | 300 000 | 300 000 | 300 000 | 301 310 CHF | 302 810 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 100,73 % | 101,23 % | 300 000 | 300 000 | 300 000 | 300 000 | 302 498 CHF | 303 998 CHF | 100,00% | 100,00% |