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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 101,84 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 962 CHF | 256 002 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 320 CHF | 253 344 CHF | 99,95% | 99,95% |
19/11/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 965 CHF | 252 984 CHF | 99,92% | 99,92% |
18/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 141 CHF | 254 166 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 794 CHF | 254 819 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 101,72 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 405 CHF | 255 442 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 722 CHF | 254 747 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 351 CHF | 255 383 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,18 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 332 CHF | 257 382 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 324 CHF | 256 374 CHF | 99,88% | 99,88% |