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% | 99,76 % | 100,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 187 CHF | 252 191 CHF | 99,92% | 99,92% |
19/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 886 CHF | 251 890 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 757 CHF | 254 782 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 062 CHF | 255 087 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 205 CHF | 254 230 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 491 CHF | 253 515 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 627 CHF | 254 652 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 999 CHF | 255 024 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 643 CHF | 253 667 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 046 CHF | 254 071 CHF | 100,00% | 100,00% |