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% | 99,36 % | 100,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 097 CHF | 251 097 CHF | 99,98% | 99,98% |
19/11/2024 | 0,80% | 99,38 % | 100,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 307 CHF | 250 307 CHF | 99,87% | 99,87% |
18/11/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 428 CHF | 252 436 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,03 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 597 CHF | 252 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 446 CHF | 251 446 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 906 CHF | 250 906 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 99,49 % | 100,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 908 CHF | 251 908 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 276 CHF | 252 282 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 206 CHF | 251 206 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 753 CHF | 251 753 CHF | 100,00% | 100,00% |