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% | 98,96 % | 99,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 556 CHF | 249 556 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 98,76 % | 99,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 562 CHF | 249 562 CHF | 99,90% | 99,90% |
18/11/2024 | 0,80% | 99,35 % | 100,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 975 CHF | 249 975 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 608 CHF | 250 608 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,98 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 823 CHF | 251 823 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 214 CHF | 251 214 CHF | 99,78% | 99,78% |
12/11/2024 | 0,80% | 99,80 % | 100,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 468 CHF | 252 476 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 064 CHF | 253 089 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 474 CHF | 252 482 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 438 CHF | 252 442 CHF | 100,00% | 100,00% |