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% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 015 CHF | 255 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 972 CHF | 254 997 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 795 CHF | 254 820 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 427 CHF | 254 452 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 500 CHF | 254 525 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,03 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 651 CHF | 254 676 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 433 CHF | 254 458 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 480 CHF | 254 505 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 099 CHF | 254 124 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 082 CHF | 254 107 CHF | 100,00% | 100,00% |