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 | 0,70% | 99,34 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 056 CHF | 250 806 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,17 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 597 CHF | 249 347 CHF | 89,37% | 89,37% |
18/11/2024 | 0,70% | 99,59 % | 100,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 681 CHF | 250 431 CHF | 99,68% | 99,68% |
15/11/2024 | 0,70% | 99,75 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 719 CHF | 251 469 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 100,00 % | 100,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 551 CHF | 251 301 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,43 % | 100,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 672 CHF | 250 422 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,66 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 106 CHF | 251 856 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 100,10 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 609 CHF | 252 359 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 100,13 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 323 CHF | 252 073 CHF | 99,85% | 99,85% |
07/11/2024 | 0,70% | 100,23 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 318 CHF | 252 068 CHF | 100,00% | 100,00% |