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% | 99,42 % | 99,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 635 CHF | 250 885 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,71 % | 100,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 771 CHF | 250 021 CHF | 89,36% | 89,36% |
18/11/2024 | 0,50% | 99,82 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 556 CHF | 250 806 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 100,16 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 353 CHF | 252 603 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 100,91 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 629 CHF | 253 879 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 100,46 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 326 CHF | 253 576 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,18 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 451 CHF | 255 701 CHF | 98,75% | 98,75% |
11/11/2024 | 0,49% | 101,25 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 966 CHF | 255 216 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,14 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 639 CHF | 254 889 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 101,51 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 614 CHF | 254 864 CHF | 100,00% | 100,00% |