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 | 1,00% | 99,45 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 251 CHF | 251 751 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 99,37 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 368 CHF | 250 868 CHF | 89,37% | 89,37% |
18/11/2024 | 1,00% | 99,57 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 035 CHF | 251 535 CHF | 99,67% | 99,67% |
15/11/2024 | 1,00% | 99,48 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 017 CHF | 251 517 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 99,55 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 324 CHF | 250 824 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,01 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 609 CHF | 250 109 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 99,26 % | 100,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 293 CHF | 251 793 CHF | 98,73% | 98,73% |
11/11/2024 | 1,00% | 99,83 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 406 CHF | 251 906 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,37 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 954 CHF | 251 454 CHF | 99,84% | 99,84% |
07/11/2024 | 0,99% | 100,26 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 019 CHF | 253 519 CHF | 100,00% | 100,00% |