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% | 99,26 % | 100,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 774 CHF | 250 774 CHF | 99,84% | 99,84% |
19/11/2024 | 0,81% | 99,04 % | 99,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 248 CHF | 249 248 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 591 CHF | 250 591 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 942 CHF | 250 942 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 112 CHF | 250 112 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 774 CHF | 251 786 CHF | 99,96% | 99,96% |
12/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 465 CHF | 253 490 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 914 CHF | 253 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 271 CHF | 251 271 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 717 CHF | 249 717 CHF | 99,95% | 99,95% |