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% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 333 CHF | 253 358 CHF | 99,91% | 99,91% |
19/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 397 CHF | 253 420 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 344 CHF | 254 370 CHF | 99,97% | 99,97% |
15/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 154 CHF | 254 179 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 001 CHF | 253 020 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 232 CHF | 251 232 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 99,14 % | 99,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 698 CHF | 250 698 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,94 % | 100,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 130 CHF | 252 134 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,59 % | 100,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 256 CHF | 252 265 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 050 CHF | 254 075 CHF | 100,00% | 100,00% |