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 | 0,80% | 99,89 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 799 CHF | 252 820 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 843 CHF | 252 863 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 319 CHF | 253 344 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 073 CHF | 253 098 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 991 CHF | 253 015 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,99 % | 100,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 808 CHF | 251 808 CHF | 99,91% | 99,91% |
12/11/2024 | 0,80% | 99,96 % | 100,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 605 CHF | 252 622 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 536 CHF | 253 561 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 897 CHF | 252 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 412 CHF | 252 418 CHF | 100,00% | 100,00% |