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% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 521 CHF | 253 546 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 445 CHF | 253 470 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 380 CHF | 253 405 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 225 CHF | 253 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 286 CHF | 253 311 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 268 CHF | 253 293 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 310 CHF | 253 335 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 380 CHF | 253 405 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 378 CHF | 253 403 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 400 CHF | 253 425 CHF | 100,00% | 100,00% |