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% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 257 CHF | 253 282 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 766 CHF | 252 788 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 554 CHF | 253 579 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 463 CHF | 253 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 550 CHF | 253 575 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 197 CHF | 253 222 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 449 CHF | 253 474 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 850 CHF | 253 875 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 559 CHF | 253 584 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 612 CHF | 253 637 CHF | 100,00% | 100,00% |