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% | 99,95 % | 100,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 703 CHF | 252 717 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 063 CHF | 252 068 CHF | 99,92% | 99,92% |
18/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 411 CHF | 253 436 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 684 CHF | 252 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 024 CHF | 252 032 CHF | 85,91% | 85,91% |
13/11/2024 | 0,80% | 99,53 % | 100,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 027 CHF | 252 036 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 997 CHF | 250 997 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 829 CHF | 250 829 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 071 CHF | 250 071 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 99,11 % | 99,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 742 CHF | 250 742 CHF | 99,99% | 99,99% |