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% | 99,73 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 676 CHF | 251 926 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,09 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 684 CHF | 250 934 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 100,23 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 506 CHF | 251 756 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 100,63 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 735 CHF | 253 985 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,43 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 985 CHF | 255 235 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 100,92 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 621 CHF | 254 871 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,84 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 115 CHF | 257 365 CHF | 98,72% | 98,72% |
11/11/2024 | 0,49% | 101,75 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 550 CHF | 256 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,60 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 980 CHF | 256 230 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,06 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 217 CHF | 256 467 CHF | 100,00% | 100,00% |