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% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 625 CHF | 253 650 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 393 CHF | 253 418 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 109 CHF | 253 134 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 030 CHF | 253 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,04 % | 100,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 587 CHF | 252 603 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 677 CHF | 252 695 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,92 % | 100,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 018 CHF | 252 018 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 986 CHF | 251 986 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 489 CHF | 252 495 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,98 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 019 CHF | 252 019 CHF | 99,88% | 99,88% |