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% | 99,69 % | 100,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 715 CHF | 251 715 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 258 CHF | 251 259 CHF | 99,87% | 99,87% |
18/11/2024 | 0,80% | 100,14 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 901 CHF | 251 902 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 607 CHF | 251 607 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 123 CHF | 251 123 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 073 CHF | 249 073 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 98,58 % | 99,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 998 CHF | 249 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 807 CHF | 250 807 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,07 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 661 CHF | 250 661 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 766 CHF | 251 766 CHF | 99,99% | 99,99% |